45 citations · 71 across the 9 of their papers we have counts for
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cs.NE2018★ 1 cited
PeSOA: Penguins Search Optimisation Algorithm for Global Optimisation Problems
Youcef Gheraibia, Abdelouahab Moussaoui, Peng-Yeng Yin +2
This paper develops Penguin search Optimisation Algorithm (PeSOA), a new metaheuristic algorithm which is inspired by the foraging behaviours of penguins. A population of penguins…
q-fin.CP2018
A First Option Calibration of the GARCH Diffusion Model by a PDE Method
Yiannis A. Papadopoulos, Alan L. Lewis
Time-series calibrations often suggest that the GARCH diffusion model could also be a suitable candidate for option (risk-neutral) calibration. But unlike the popular Heston model,…