Ant Colony Optimization to price exotic options.
Sameer Kumar SinghGitika ChadhaRuppa K. ThulasiramParimala ThulasiramanPublished in: IEEE Congress on Evolutionary Computation (2009)
Keyphrases
- ant colony optimization
- metaheuristic
- ant colony
- swarm intelligence
- particle swarm optimization
- aco algorithm
- combinatorial optimization problems
- traveling salesman problem
- ant colony optimization algorithm
- function optimization
- artificial ants
- aco algorithms
- hybrid algorithm
- ant colonies
- particle swarm optimization pso
- genetic algorithm
- bi objective
- ant colony algorithm
- nature inspired
- metaheuristic algorithms
- mathematical model
- simulated annealing
- evolutionary algorithm
- search algorithm