{"id":"W1993259679","doi":"10.1145/1557626.1557669","title":"Option pricing using Particle Swarm Optimization","year":2009,"lang":"en","type":"article","venue":"","topic":"Metaheuristic Optimization Algorithms Research","field":"Computer Science","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"Department of Science and Technology, Ministry of Science and Technology, India; University of Manitoba","keywords":"Particle swarm optimization; Swarm intelligence; Computer science; Mathematical optimization; Valuation of options; Black–Scholes model; Simple (philosophy); Multi-swarm optimization; Metaheuristic; Computational intelligence; Economics; Artificial intelligence; Econometrics; Machine learning; Mathematics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008323955,0.0004803423,0.000807327,0.0005628418,0.000376786,0.001504681,0.0004685435,0.001111964,0.001546512],"category_scores_gemma":[0.00243116,0.0002601954,0.0005697664,0.0008741478,0.0005030742,0.001364106,0.0006532288,0.0008692772,0.0003154174],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004687926,"about_ca_system_score_gemma":0.0004764319,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002505891,"about_ca_topic_score_gemma":0.001219534,"domain_scores_codex":[0.9995784,0.0001932337,0.00001787188,0.00003958967,0.0001517047,0.00001916282],"domain_scores_gemma":[0.9995395,0.0002749451,0.00004766469,0.00004638936,0.00007050722,0.00002103324],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00004230081,0.00004369247,0.0006477883,0.0000711555,0.00006896155,0.00008189004,0.00004757836,0.8958261,0.001746544,0.04352584,0.001489459,0.05640871],"study_design_scores_gemma":[0.000007023081,0.00001250811,0.0000761842,0.00000379301,0.000004452191,0.00001184407,0.000004453409,0.9908391,0.0002183348,0.008051078,0.0007676412,0.000003672755],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01611468,0.0009658286,0.9740423,0.0004315694,0.0001137648,0.00006409795,0.00003900654,0.0002593925,0.007969332],"genre_scores_gemma":[0.7074363,0.002040563,0.2837541,0.000122433,0.0001657053,0.0001665608,0.0001479308,0.00007263976,0.006093833],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002505891,"threshold_uncertainty_score":0.005173564,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04394890247619784,"score_gpt":0.3178124135708073,"score_spread":0.2738635110946094,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}