Option Model Calibration Using a Bacterial Foraging Optimization Algorithm.

Jing Dang Anthony Brabazon Michael O'Neill David Edelman

Published in: EvoWorkshops (2008)

Keyphrases

probabilistic model
computational model
cost function
management system
machine learning
theoretical framework
formal model
neural network
genetic algorithm
high level
particle swarm optimization
theoretical analysis
neural network model
prediction model