Particle swarm optimization performance for fitting of Lévy noise data

DOI10.1016/J.PHYSA.2018.09.137MaRDI QIDQ2157985zbMATH OpenOpenAlexFDO

Authors H. Marouani, Y. Fouad

Publication date 22 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.09.137

zbMATH Keywords

fittingleast square methodLévy noiseparticle swarm optimization

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A Method for Simulating Stable Random Variables
• scientific article; zbMATH DE number 3915898 (Why is no real title available?)
• Image segmentation with arbitrary noise models by solving minimal surface problems
• Noise-induced optical bistability and state transitions in spin-crossover solids with delayed feedback
• Topological data analysis of financial time series: landscapes of crashes

Cited in

(3)

• Enhance chaotic gravitational search algorithm (CGSA) by balance adjustment mechanism and sine randomness function for continuous optimization problems
• The pth moment stability of stochastic functional differential equations with mixed time-varying delay and its applications
• Particle swarm optimization for function optimization in noisy environment

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