Browsing by Author "Sharp, Andrew Clinton"
Now showing 1 - 1 of 1
Results Per Page
Sort Options
Item Multi-Dimensional Evolutionary Algorithms for Training Neural Networks with Heterogeneous Architectures in Pricing of American Style Options(2016) Sharp, Andrew Clinton; Sharp, Andrew Clinton; Gentle, JamesA common problem in training artificial neural networks is determining the optimal network architecture for the particular problem. An ontology is presented that allows for the generalization of the multi-dimensional differential evolution (MD-DE) algorithm in training an ensemble of neural networks with heterogeneous architectures. This generalized algorithm is referred to as the multi-dimensional evolutionary algorithm (MD-EA) since it provides a framework for performing any of the evolutionary optimization algorithms such as differential evolution or genetic algorithms on neural networks with heterogeneous architectures.