Application of GSO Algorithm to the Parameter Estimation of Option Pricing Model.
Yuanbin MoFuyong LiuYanzhui MaPublished in: ICIC (1) (2013)
Keyphrases
- parameter estimation
- em algorithm
- expectation maximization
- maximum likelihood
- parameter estimation algorithm
- model fitting
- least squares
- probabilistic model
- parameters estimation
- optimization algorithm
- model selection
- objective function
- markov random field
- random fields
- np hard
- parameter estimates
- maximum likelihood estimates
- similarity measure
- approximate inference
- fuzzy logic
- posterior probability
- option pricing
- k means