Stochastic model genetic programming: Deriving pricing equations for rainfall weather derivatives.
Sam CramerMichael KampouridisAlex Alves FreitasAntonis AlexandridisPublished in: Swarm Evol. Comput. (2019)
Keyphrases
- stochastic model
- genetic programming
- weather data
- meteorological data
- finite difference
- climate change
- weather forecasting
- fitness function
- stochastic models
- evolutionary computation
- symbolic regression
- weather prediction
- higher order
- stochastic process
- evolutionary algorithm
- grammar guided genetic programming
- numerical solution
- gene expression programming
- mathematical model
- regression problems
- rainfall runoff
- genetic algorithm
- wind speed
- tropical cyclone
- prediction model
- market demand
- financial forecasting
- weather forecast
- partial differential equations
- hamilton jacobi
- long term
- weather conditions
- tropical cyclones
- pricing strategies
- differential equations
- numerical methods