A differential evolution algorithm for yield curve estimation.
Leandro MacielFernando A. C. GomideRosangela BalliniPublished in: Math. Comput. Simul. (2016)
Keyphrases
- differential evolution algorithm
- differential evolution
- evolutionary algorithm
- global numerical optimization
- scale factor
- control parameters
- mutation operation
- initial population
- genetic algorithm
- optimization model
- optimization problems
- pso algorithm
- convergence speed
- optimization method
- data fusion
- genetic algorithm ga
- particle swarm optimization
- multi objective
- machine learning