Research Article
Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model
Table 1
Procedure of JADE with Archive and its description.
| Procedure of JADE with Archive as in [18, 21] | Start | Initialize: | ; ; ; create a random initial population | For; generation loop | ; ; | For; population size loop | Generate: | randni , randci. | Randomly choose: | as one of the 100 best vectors, from current population , | and from . | Compute | | Generate: | randint | For dimension loop | If or rand then Else . End if | End for dimension loop | If then Else ; ; , . | End if | End for population size loop | Randomly remove solutions from so that the cardinal of is less or equal to | | | End for Generation loop | End |
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is a positive constant between 0 and 1, (.) is the usual arithmetic mean, and ( ) is the Lehmer mean. |