scholarly journals Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Yanli Zhou ◽  
Shican Liu ◽  
Tianhai Tian ◽  
Qi He ◽  
Xiangyu Ge
Keyword(s):  
Particle Swarm Optimization ◽  
Term Structure ◽  
Particle Swarm ◽  
Optimal Estimation ◽  
Optimization Method ◽  
Estimation Methods ◽  
Structure Model ◽  
Unknown Parameters ◽  
Swarm Optimization ◽  
Term Structure Model

One of the advantages of stochastic differential equations (SDE) is that they can follow a variety of different trends so that they can establish complex dynamic systems in the economic and financial fields. Although some estimation methods have been proposed to identify the unknown parameters in virtue of the results in the SDE model to speed up the process, these solutions only focus on using explicit approach to solve SDEs, and therefore they are not reliable to deal with data source merged being large and varied. Thus, this study makes progress in creating a new implicit way to fill in the gaps of accurately calibrating the unknown parameters in the SDE model. Essentially, the primary goal of the article is to generate rigid SDE simulation. Meanwhile, the particle swarm optimization method serves a purpose to search and simultaneously obtain the optimal estimation of the model unknown parameters in the complicated experiment of parameter space in an effective way. Finally, in an interest rate term structure model, it is verified that the method effectively deals with parameter estimation in the SDE model.

Sistem Kontrol Optimal Fuzzy-Particle Swarm Optimization

2018 ◽  
Vol 9 (1) ◽  
pp. 1-5
Author(s):  
Fachrudin Hunaini ◽  
Imam Robandi ◽  
Nyoman Sutantra
Keyword(s):  
Fuzzy Logic ◽  
Particle Swarm Optimization ◽  
Control System ◽  
Membership Function ◽  
Fuzzy Logic Control ◽  
Particle Swarm ◽  
Optimization Method ◽  
Swarm Optimization ◽  
Motion Error ◽  
Logic Control

Fuzzy Logic Control (FLC) is a reliable control system for controlling nonlinear systems, but to obtain optimal fuzzy logic control results, optimal Membership Function parameters are needed. Therefore in this paper Particle Swarm Optimization (PSO) is used as a fast and accurate optimization method to determine Membership Function parameters. The optimal control system simulation is carried out on the automatic steering system of the vehicle model and the results obtained are the vehicle's lateral motion error can be minimized so that the movement of the vehicle can always be maintained on the expected trajectory

A novel sensor array and classifier optimization method of electronic nose based on enhanced quantum-behaved particle swarm optimization

Sensor Review ◽  
2014 ◽  
Vol 34 (3) ◽  
pp. 304-311 ◽  
Author(s):  
Pengfei Jia ◽  
Fengchun Tian ◽  
Shu Fan ◽  
Qinghua He ◽  
Jingwei Feng ◽  
...  
Keyword(s):  
Particle Swarm Optimization ◽  
Wound Infection ◽  
Electronic Nose ◽  
Classification Accuracy ◽  
Sensor Array ◽  
Particle Swarm ◽  
Optimization Method ◽  
Support Vector ◽  
Swarm Optimization ◽  
Content Type

Purpose – The purpose of the paper is to propose a new optimization algorithm to realize a synchronous optimization of sensor array and classifier, to improve the performance of E-nose in the detection of wound infection. When an electronic nose (E-nose) is used to detect the wound infection, sensor array’s optimization and parameters’ setting of classifier have a strong impact on the classification accuracy. Design/methodology/approach – An enhanced quantum-behaved particle swarm optimization based on genetic algorithm, genetic quantum-behaved particle swarm optimization (G-QPSO), is proposed to realize a synchronous optimization of sensor array and classifier. The importance-factor (I-F) method is used to weight the sensors of E-nose by its degree of importance in classification. Both radical basis function network and support vector machine are used for classification. Findings – The classification accuracy of E-nose is the highest when the weighting coefficients of the I-F method and classifier’s parameters are optimized by G-QPSO. All results make it clear that the proposed method is an ideal optimization method of E-nose in the detection of wound infection. Research limitations/implications – To make the proposed optimization method more effective, the key point of further research is to enhance the classifier of E-nose. Practical implications – In this paper, E-nose is used to distinguish the class of wound infection; meanwhile, G-QPSO is used to realize a synchronous optimization of sensor array and classifier of E-nose. These are all important for E-nose to realize its clinical application in wound monitoring. Originality/value – The innovative concept improves the performance of E-nose in wound monitoring and paves the way for the clinical detection of E-nose.

scholarly journals A Hybrid Newton–Raphson and Particle Swarm Optimization Method for Target Motion Analysis by Batch Processing

Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2033
Author(s):  
Raegeun Oh ◽  
Yifang Shi ◽  
Jee Woong Choi
Keyword(s):  
Particle Swarm Optimization ◽  
Motion Analysis ◽  
Hybrid Method ◽  
Heuristic Algorithms ◽  
Particle Swarm ◽  
Optimization Method ◽  
Batch Processing ◽  
Swarm Optimization ◽  
Newton Raphson ◽  
Target Motion Analysis

Bearing-only target motion analysis (BO-TMA) by batch processing remains a challenge due to the lack of information on underwater target maneuvering and the nonlinearity of sensor measurements. Traditional batch estimation for BO-TMA is mainly performed based on deterministic algorithms, and studies performed with heuristic algorithms have recently been reported. However, since the two algorithms have their own advantages and disadvantages, interest in a hybrid method that complements the disadvantages and combines the advantages of the two algorithms is increasing. In this study, we proposed Newton–Raphson particle swarm optimization (NRPSO): a hybrid method that combines the Newton–Raphson method and the particle swarm optimization method, which are representative methods that utilize deterministic and heuristic algorithms, respectively. The BO-TMA performance obtained using the proposed NRPSO was tested by varying the measurement noise and number of measurements for three targets with different maneuvers. The results showed that the advantages of both methods were well combined, which improved the performance.

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