O capitalismo é contagiante

Finalmente o pessoal que acha que “o capitalismo é uma doença” pode invocar uma confirmação científica para a sua opinião:

Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
Jing Dang, Anthony Brabazon, Michael O’Neill, and David Edelman

The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This paper illustrates how a BFO algorithm can be constructed and applied to solve parameter estimation of a EGARCH-M model which is then used for calibration of a volatility option pricing model. The results from the algorithm are shown to be robust and extendable, suggesting the potential of applying the BFO for financial modeling.

(hat tip: Alea)

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