An Improved Particle Swarm Optimization Algorithm for Option Pricing
To prevent premature convergence, an improved particle swarm optimization algorithm (IPSO) is proposed, in which the mean value of global optimal positions in iteration process and the mutation operation are considered. As an application, we apply the IPS
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Jiuping Xu Virgílio António Cruz-Machado Benjamin Lev Stefan Nickel Editors
Proceedings of the Eighth International Conference on Management Science and Engineering Management Focused on Computing and Engineering Management
Advances in Intelligent Systems and Computing Volume 281
Series editor Janusz Kacprzyk, Warsaw, Poland
For further volumes: http://www.springer.com/series/11156
About this Series The series ‘‘Advances in Intelligent Systems and Computing’’ contains publications on theory, applications, and design methods of Intelligent Systems and Intelligent Computing. Virtually all disciplines such as engineering, natural sciences, computer and information science, ICT, economics, business, e-commerce, environment, healthcare, life science are covered. The list of topics spans all the areas of modern intelligent systems and computing. The publications within ‘‘Advances in Intelligent Systems and Computing’’ are primarily textbooks and proceedings of important conferences, symposia and congresses. They cover significant recent developments in the field, both of a foundational and applicable character. An important characteristic feature of the series is the short publication time and world-wide distribution. This permits a rapid and broad dissemination of research results.
Advisory Board Chairman Nikhil R. Pal, Indian Statistical Institute, Kolkata, India e-mail: [email protected] Members Emilio S. Corchado, University of Salamanca, Salamanca, Spain e-mail: [email protected] Hani Hagras, University of Essex, Colchester, UK e-mail: [email protected] László T. Kóczy, Széchenyi István University, Gy}or, Hungary e-mail: [email protected] Vladik Kreinovich, University of Texas at El Paso, El Paso, USA e-mail: [email protected] Chin-Teng Lin, National Chiao Tung University, Hsinchu, Taiwan e-mail: [email protected] Jie Lu, University of Technology, Sydney, Australia e-mail: [email protected] Patricia Melin, Tijuana Institute of Technology, Tijuana, Mexico e-mail: [email protected] Nadia Nedjah, State University of Rio de Janeiro, Rio de Janeiro, Brazil e-mail: [email protected] Ngoc Thanh Nguyen, Wroclaw University of Technology, Wroclaw, Poland e-mail: [email protected] Jun Wang, The Chinese University of Hong Kong, Shatin, Hong Kong e-mail: [email protected]
Jiuping Xu Virgílio António Cruz-Machado Benjamin Lev Stefan Nickel •
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Editors
Proceedings of the Eighth International Conference on Management Science and Engineering Management Focused on Computing and Engineering Management
123
Editors Jiuping Xu Business School Sichuan University Chengdu China Virgílio António Cruz-Machado Faculdade de Ciências e Tecnologia Departamento de Engenharia Mecânica e Industrial (DEMI) Universidade Nova de Lisboa (FCT/UNL) Caparica Portugal
Benjamin Lev Department of Decision Sciences LeBow College of Business Drexel University Philadelphia, PA USA Stefan Nickel Institute of Operations Research Karlsruhe Institute of Technology (KIT) Karlsruhe Germany
ISSN 2194-5357 ISSN 2194-5365 (electronic) I
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