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The use of evolutionary algorithms for optimization in the modern entrepreneurial economy : interdisciplinary perspective
Sieja, Marek; Wach, Krzysztof - In: Entrepreneurial business and economics review : EBER 7 (2019) 4, pp. 117-130
Objective: The objective of the article is to present the concept of evolutionary algorithms and indicates the possibility of their implementation for the needs of the economy, especially the entrepreneurial economy. Research Design & Methods: This conceptual article relies on literature review...
Persistent link: https://www.econbiz.de/10012515915
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Solving a Rap Using Metaheuristic Hybrid Algorithms
Eghbali, Hossein - 2020
-parallel and bridge systems is investigated. To solve the problem, a hybrid method based on Imperialism competitive algorithm and … genetics algorithm is used. The results of simulations demonstrate the superior performance of the proposed method in …
Persistent link: https://www.econbiz.de/10014032256
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Reverse engineering of option pricing : an AI application
Herzog, Bodo; Osamah, Sufyan - In: International Journal of Financial Studies : open … 7 (2019) 4/68, pp. 1-12
This paper studies option pricing based on a reverse engineering (RE) approach. We utilize artificial intelligence in order to numerically compute the prices of options. The data consist of more than 5000 call- and put-options from the German stock market. First, we find that option pricing...
Persistent link: https://www.econbiz.de/10012150380
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An ant colonial optimisation approach for no-wait permutation flow shop scheduling
Khan, Ahitsham Shad; Jahanzaib, Mirza; Wasim, Ahmad; … - In: International journal of quality and innovation 3 (2017) 2/4, pp. 172-187
Persistent link: https://www.econbiz.de/10011855838
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Price Rigidity and Strategic Uncertainty An Agent-based Approach
Somogyi, Róbert; Vincze, János - 2011
agent-based models, by modelling firms that change their pricing strategies following an evolutionary algorithm. Our results …
Persistent link: https://www.econbiz.de/10010494473
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Reverse engineering financial markets with majority and minority games using genetic algorithms
Wiesinger, Judith; Sornette, Didier; Satinover, Jeffrey - 2010
Using virtual stock markets with artificial interacting software investors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By optimizing the...
Persistent link: https://www.econbiz.de/10003973139
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Price rigidity and strategic uncertainty : an agent-based approach
Somogyi, Róbert; Vincze, János - 2011
agent-based models, by modelling firms that change their pricing strategies following an evolutionary algorithm. Our results …" without explicitly building this property into strategies. -- Agent-based modeling ; Evolutionary algorithm ; Price rigidity …
Persistent link: https://www.econbiz.de/10009307463
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Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang; Gao, Rui; McAleer, Michael - 2016
safety, a new method is proposed to predict gas concentration. The method is based on the opposite degree algorithm. Priori … concepts of opposite degree algorithm. Several opposite degree numerical formulae to calculate the opposite degrees between gas … computation (OD-NC) algorithm has greater accuracy than several common prediction methods, such as RBF (Radial Basis Function) and …
Persistent link: https://www.econbiz.de/10011456718
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Smoothing Transition Autoregressive (STAR) Models with Ordinary Least Squares and Genetic Algorithms Optimization
Giovanis, Eleftherios - 2010
In this paper we present, propose and examine additional membership functions as also we propose least squares with genetic algorithms optimization in order to find the optimum fuzzy membership functions parameters. More specifically, we present the tangent hyperbolic, Gaussian and Generalized...
Persistent link: https://www.econbiz.de/10013138752
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Application of Adaptive Network-Based Fuzzy Inference System (ANFIS) with Genetic Algorithms in Crisis Periods Prediction
Giovanis, Eleftherios - 2010
In this paper discrete choice models, Logit and Probit are examined in order to predict the economic recession or expansion periods in USA. Additionally we propose an adaptive neurofuzzy inference system with triangular and Gaussian membership functions and genetic algorithms training...
Persistent link: https://www.econbiz.de/10013138754