An Aggregated Ant Colony Optimization approach for pricing options.
Yeshwanth UdayshankarSameer Kumar SinghGirish K. JhaRuppa K. ThulasiramParimala ThulasiramanPublished in: IPDPS (2009)
Keyphrases
- ant colony optimization
- option pricing
- black scholes model
- double exponential
- metaheuristic
- ant colony
- swarm intelligence
- aco algorithm
- ant colony optimization algorithm
- combinatorial optimization problems
- ant colonies
- particle swarm optimization
- hybrid algorithm
- ant colony algorithm
- aco algorithms
- particle swarm optimization pso
- traveling salesman problem
- function optimization
- genetic algorithm
- nature inspired
- bi objective
- artificial ants
- evolutionary strategy
- pheromone trails
- stock market
- stock price
- genetic programming
- artificial intelligence