Recently, option pricing has become the focus of risk managers, policymakers, traders and more generally all market participants, since they find valuable information in these contracts. This paper suggests the pricing performance evaluation on Brazilian exchange rate R$ (Reais) per US$ (U.S....

In this paper we propose an approach to predict insolvency of non-life insurance companies based on the application of Support Vector Machines (SVMs), hybridized with two global search heuristics: a Genetic Algorithm (GA) and a Simulated Annealing (SA). A SVM is used to classify firms as failed...

In previous works, we showed how Recurrent Neural Networks, trained with Genetic Algorithms, can achieve a good performance in Time Series Pre-diction problems. However, the problem of finding the optimal structure of the Network is still a tedious task, which requires several experiments and...

Genetic algorithms have recently gained notoriety as search engines of remarkable power, successfully search-ing, in reasonably short times, spaces completely intractable to most traditio-nal methods. The application of the genetic algorithm to the difficult problem of fuzzy system optimization...

Since Modigliani and Miller (1958,1963), the relationship between debt and value still remains an open question. The numerous contributions of US research seem to show that the relationship between debt, performance and value is complex. The influence of debt on performance is affected by many...

A general methodology for evaluation of fuzzy rules extracted from data is presented. Though the primary goal of most data mining systems is high classification or prediction accuracy, the user may be interested in rules which are not necessarily the most accurate. Our approach provides an...

Surveys to evaluate teaching performance are one of the most widely used instruments for assessing teaching capabilities and, consequently, the quality of teaching. Their success is largely due to how they are designed and the way in which they process information. The aim of this paper is to...