Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model | Zendy

Yanli Zhou | Zendy; Shican Liu | Zendy; Tianhai Tian | Zendy; Qi He | Zendy; Xiangyu Ge | Zendy

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Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model

Author(s) -

Yanli Zhou,

Shican Liu,

Tianhai Tian,

Qi He,

Xiangyu Ge

Publication year - 2021

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2021/8893940

Subject(s) - particle swarm optimization , term (time) , computer science , mathematical optimization , stochastic differential equation , process (computing) , focus (optics) , estimation theory , multi swarm optimization , algorithm , noise (video) , mathematics , artificial intelligence , physics , quantum mechanics , optics , operating system , image (mathematics)

School of Finance, Zhongnan University of Economics and Law, Wuhan 430073, China School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, China School of Mathematical Sciences, Monash University, Melbourne, VIC 3800, Australia Brandeis International Business School, Brandeis University, Waltham,MA 02453, USA Department of Finance, Wuhan Technology and Business University, Wuhan 430065, China

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