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Artificial intelligence in asset management
Bartram, Söhnke M.; Branke, Jürgen; Motahari, Mehrshad - 2020 - This revision 01 April 2020
Persistent link: https://www.econbiz.de/10012217351
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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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Investment portfolio optimization by applying a genetic algorithm-based approach
Dubinskas, Petras; Urbšienė, Laimutė - In: Mokslo darbai / Ekonomika 96 (2017) 2, pp. 66-78
Persistent link: https://www.econbiz.de/10012305089
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Multiobjective artificial fish swarm algorithm for multiple sequence alignment
Dabba, Ali; Tari, Abdelkamel; Zouache, Djaafar - In: INFOR : information systems and operational research 58 (2020) 1, pp. 38-59
Persistent link: https://www.econbiz.de/10012204195
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Hybrid evolutionary optimisation with learning for production scheduling : state-of-the-art survey on algorithms and applications
Lin, Lin; Gen, Mitsuo - In: International journal of production research 56 (2018) 1/2, pp. 193-223
Persistent link: https://www.econbiz.de/10011876295
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Artificial Immune System-based algorithm for vehicle routing problem with time window constraint for the delivery of agri-fresh produce
Shukla, Manish; Jharkharia, Sanjay - In: Journal of decision systems 22 (2013) 3, pp. 224-247
Persistent link: https://www.econbiz.de/10010204015
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An efficient FLANN model with CRO-based gradient descent learning for classification
Naik, Bighnaraj; Nayak, Janmenjoy; Behera, Himansu Sekhar - In: International journal of business information systems : … 21 (2016) 1, pp. 73-116
Persistent link: https://www.econbiz.de/10011520250
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Classification spam email with elimination of unsuitable features with hybrid of GA-Naive Bayes
Abdati, O. M. E.; Ahmadzadeh, F. - In: Journal of information & knowledge management : JIKM 18 (2019) 1, pp. 1950008-1-1950008-19
Persistent link: https://www.econbiz.de/10012027168
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Supplier selection using artificial neural network and genetic algorithm
Asthana, Nitesh; Gupta, Manish - In: International journal of Indian culture and business … 11 (2015) 4, pp. 457-472
Persistent link: https://www.econbiz.de/10011588628
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Optimisation of multipass turning operations using PSO and GA-AIS algorithms
Lee, Yi Zheng; Ponnambalam, S. G. - In: International journal of production research 50 (2012) 22, pp. 6499-6518
Persistent link: https://www.econbiz.de/10009673552