Simulation of Investors’ Behavior with FireflyMeta-Heuristic Algorithm

Firefly Algorithm is one of the optimization algorithms based on swarm intelligence that has proposed by Yang. In most of the Meta-Heuristic Algorithms like FA each of particles has verylow and restricted individual intelligence, however, because of their collective cooperation andexchange of information they can find global optimization point. Most of these algorithmsespecially FA can be considered as a random memorably search. It is random because each ofaforementioned particles search whole problem space randomly and it is memorably because theprobability of the presence of each of these particles in better places will increase by learning fromthe false tracks of the past. In a Finance World we can see such a Meta-Heuristic Algorithms likeFA. In this paper we will analyze firefly algorithm and financial stock markets and specify thesimilarities between them. Finally we will simulate the financial stock markets with fireflyalgorithm

کلیدواژه ها:

Firefly Algorithm ، Swarm Intelligence ، Financial Stock Markets ، Optimization ، Information Exchange