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IPPS
2010
IEEE
13 years 8 months ago
A parallel Particle swarm optimization algorithm for option pricing
Hari Prasain, Girish K. Jha, Parimala Thulasiraman...
IJPP
2010
137views more  IJPP 2010»
13 years 9 months ago
Parallel Option Price Valuations with the Explicit Finite Difference Method
Abstract. We show how computations such as those involved in American or European-style option price valuations with the explicit finite difference method can be performed in par...
Alexandros V. Gerbessiotis
GECCO
2005
Springer
196views Optimization» more  GECCO 2005»
14 years 4 months ago
Breeding swarms: a new approach to recurrent neural network training
This paper shows that a novel hybrid algorithm, Breeding Swarms, performs equal to, or better than, Genetic Algorithms and Particle Swarm Optimizers when training recurrent neural...
Matthew Settles, Paul Nathan, Terence Soule
ESCIENCE
2006
IEEE
14 years 5 months ago
Hybrid Particle Guide Selection Methods in Multi-Objective Particle Swarm Optimization
This paper presents quantitative comparison of the performance of different methods for selecting the guide particle for multi-objective particle swarm optimization (MOPSO). Two p...
David Ireland, Andrew Lewis, Sanaz Mostaghim, Junw...
IJSIR
2010
122views more  IJSIR 2010»
13 years 5 months ago
Biases in Particle Swarm Optimization
It is known that the most common versions of particle swarm optimization (PSO) algorithms are rotationally variant. It has also been pointed out that PSO algorithms can concentrat...
William M. Spears, Derek T. Green, Diana F. Spears