Hybrid metaheuristic particle filters for stochastic volatility estimation.
Robert Elliott SmithMuhammad Shakir HussainPublished in: GECCO (2012)
Keyphrases
- particle filter
- hybrid metaheuristic
- monte carlo
- importance sampling
- state estimation
- estimation problems
- particle filtering
- visual tracking
- scatter search
- object tracking
- kalman filter
- multiple object tracking
- vehicle routing problem
- state space
- metaheuristic
- motion model
- bayesian filtering
- multi objective
- mean shift
- multiple objects
- robust tracking
- appearance model
- abrupt motion
- quasi monte carlo
- markov chain
- estimation algorithm
- variance reduction
- simulated annealing
- np hard
- genetic algorithm