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EVOW
2008
Springer
9 years 1 months ago
Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
Jing Dang, Anthony Brabazon, Michael O'Neill, Davi...
IJSIR
2010
161views more  IJSIR 2010»
8 years 8 months ago
Bacterial Foraging Optimization
Bacterial foraging optimization algorithm (BFOA) has been widely accepted as a global optimization algorithm of current interest for distributed optimization and control. BFOA is i...
Kevin M. Passino
GECCO
2007
Springer
154views Optimization» more  GECCO 2007»
9 years 5 months ago
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
Kai Fan, Anthony Brabazon, Conall O'Sullivan, Mich...
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