Evolutionary computation and the vega risk of American put options.
Christian KeberMatthias G. SchusterPublished in: IEEE Trans. Neural Networks (2001)
Keyphrases
- evolutionary computation
- evolutionary algorithm
- computational intelligence
- genetic programming
- machine learning and data mining
- genetic algorithm
- cooperative coevolution
- evolutionary design
- evolutionary learning
- fitness function
- swarm intelligence
- artificial life
- soft computing
- evolutionary approaches
- gene expression programming
- test functions
- fuzzy systems
- fuzzy logic
- evolvable hardware
- option pricing
- estimation of distribution algorithms
- multi objective
- decision making
- artificial intelligence
- machine learning
- evolutionary strategy
- optimization problems
- simulated annealing
- optimisation problems
- fitness landscape
- reinforcement learning
- nature inspired algorithms