Publication:
A differential evolution algorithm for parameter optimization of an asset flow model

Issued Date

2019-03-01

Resource Type

Article

ISSN

23197234

Other identifier(s)

2-s2.0-85059673068

Rights

Mahidol University

Rights Holder(s)

SCOPUS

Bibliographic Citation

Journal of Algebra and Applied Mathematics. Vol.17, No.1 (2019), 33-56

Suggested Citation

D. Prathumwan, W. Sawangtong, B. Wiwattanapataphee, L. M. Giannini A differential evolution algorithm for parameter optimization of an asset flow model. Journal of Algebra and Applied Mathematics. Vol.17, No.1 (2019), 33-56. Retrieved from: https://repository.li.mahidol.ac.th/handle/123456789/51228

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Title

A differential evolution algorithm for parameter optimization of an asset flow model

Author(s)

D. Prathumwan
 W. Sawangtong
 B. Wiwattanapataphee
 L. M. Giannini

Other Contributor(s)

Curtin University
 Thailand Ministry of Education
 Mahidol University

Abstract

© SAS International Publications. The methodology of the forecasting can rely on the asset flow model based on differential equations. To investigate the asset flow behavior, stability of the asset flow differential equations is analyzed. Forecasting of asset market prices has been increasingly attracting interest from a practical and theoretical perspective in the last three decades. So, the improved differential evolution algorithm is established to identify the parameters in the model for predicting the near future asset price by using the dynamics of the asset price of corn in the North-East of Thailand.

Keyword(s)

Mathematics

Availability

URI

https://repository.li.mahidol.ac.th/handle/123456789/51228

Collections

Scopus 2019