Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks.
Sam PalmerDenise GorsePublished in: ESANN (2017)
Keyphrases
- monte carlo simulation
- monte carlo
- trained neural networks
- markov chain
- option pricing
- neural network
- particle swarm optimization
- particle swarm optimization pso
- optimal solution
- neural learning
- black scholes model
- trained neural network
- artificial neural networks
- hybrid algorithm
- pso algorithm
- computational intelligence
- expert systems
- bp neural network
- multi objective
- learning algorithm