Option Model Calibration Using a Bacterial Foraging Optimization Algorithm

Jing Dang, Anthony Brabazon, Michael O Neill, David Edelman. Option Model Calibration Using a Bacterial Foraging Optimization Algorithm. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni Di Caro, Rolf Drechsler, Anikó Ekárt, Anna Esparcia-Alcázar, Muddassar Farooq, Andreas Fink, Jon McCormack, Michael O Neill, Juan Romero, Franz Rothlauf, Giovanni Squillero, Sima Uyar, Shengxiang Yang, editors, Applications of Evolutionary Computing, EvoWorkshops 2008: EvoCOMNET, EvoFIN, EvoHOT, EvoIASP, EvoMUSART, EvoNUM, EvoSTOC, and EvoTransLog, Naples, Italy, March 26-28, 2008. Proceedings. Volume 4974 of Lecture Notes in Computer Science, pages 113-122, Springer, 2008. [doi]

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