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In this paper, we propose an improved gravitational search algorithm named GSABC. The algorithm improves gravitational search algorithm (GSA) results improved by using artificial bee colony algorithm (ABC) to solve constrained numerical…

神经与进化计算 · 计算机科学 2017-07-28 Hasan Ali Akyürek , Ömer Kaan Baykan , Barış Koçer

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

统计计算 · 统计学 2018-08-03 Jonathan U Harrison , Ruth E Baker

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

计算金融 · 定量金融 2025-12-03 Juan C. King , Jose M. Amigo

A novel wavelength modulation spectroscopy (WMS) laser tuning parameters and concentration retrieval technique based on the variable-radius-search artificial bee colony(VRS-ABC) algorithm is proposed. The technique imitates the foraging…

仪器与探测器 · 物理学 2023-06-29 Tingting Zhang , Yongjie Sun , Pengpeng Wang , Cunguang Zhu

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

机器学习 · 统计学 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

This paper introduces a new optimisation algorithm, called Adaptive Bacterial Colony Optimisation (ABCO), modelled after the foraging behaviour of E. coli bacteria. The algorithm follows three stages--explore, exploit and reproduce--and is…

神经与进化计算 · 计算机科学 2025-05-05 Barisi Kogam , Yevgeniya Kovalchuk , Mohamed Medhat Gaber

Large Language Models (LLMs) have been widely deployed across various applications, yet their potential security and ethical risks have raised increasing concerns. Existing research employs red teaming evaluations, utilizing multi-turn…

密码学与安全 · 计算机科学 2025-11-06 Yize Liu , Yunyun Hou , Aina Sui

This paper tries to address the problem of stock market prediction leveraging artificial intelligence (AI) strategies. The stock market prediction can be modeled based on two principal analyses called technical and fundamental. In the…

统计金融 · 定量金融 2021-07-05 Sohrab Mokhtari , Kang K. Yen , Jin Liu

Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations in which the likelihood function is either computationally costly or intractable to evaluate. Extensions of the basic ABC rejection algorithm…

统计计算 · 统计学 2020-05-01 Umberto Simola , Jessica Cisewski-Kehe , Michael U. Gutmann , Jukka Corander

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

计算金融 · 定量金融 2023-03-09 Hakan Pabuccu , Serdar Ongan , Ayse Ongan

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…

统计方法学 · 统计学 2014-08-06 Umberto Picchini

Stock trading has always been a key economic indicator in modern society and a primary source of profit for financial giants such as investment banks, quantitative trading firms, and hedge funds. Discovering the underlying patterns within…

计算工程、金融与科学 · 计算机科学 2024-11-14 Fang Liu , Shaobo Guo , Qianwen Xing , Xinye Sha , Ying Chen , Yuhui Jin , Qi Zheng , Chang Yu

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

统计理论 · 数学 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

Distributed Constraint Optimization Problems (DCOPs) are a frequently used framework in which a set of independent agents choose values from their respective discrete domains to maximize their utility. Although this formulation is typically…

多智能体系统 · 计算机科学 2021-10-18 K. M. Merajul Arefin , Mashrur Rashik , Saaduddin Mahmud , Md. Mosaddek Khan

Approximate Bayesian computation (ABC) is a method for Bayesian inference when the likelihood is unavailable but simulating from the model is possible. However, many ABC algorithms require a large number of simulations, which can be costly.…

机器学习 · 统计学 2018-10-15 Marko Järvenpää , Michael U. Gutmann , Arijus Pleska , Aki Vehtari , Pekka Marttinen

An artificial stock market is established with the modeling method and ideas of cellular automata. Cells are used to represent stockholders, who have the capability of self-teaching and are affected by the investing history of the…

其他凝聚态物理 · 物理学 2009-11-10 Tao Zhou , Pei-Ling Zhou , Bing-Hong Wang , Zi-Nan Tang , Jun Liu

Diabetes Mellitus is a major health problem all over the world. Many classification algorithms have been applied for its diagnoses and treatment. In this paper, a hybrid algorithm of Modified-Particle Swarm Optimization and Least Squares-…

计算工程、金融与科学 · 计算机科学 2014-05-06 Omar S. Soliman , Eman AboElhamd

Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy…

统计理论 · 数学 2015-05-14 Stefano Cabras , Maria Eugenia Castellanos Nueda , Erlis Ruli