Pricing transmission rights using ant colony optimization

Authors:
Sameer Kumar Singh;Ruppa K. Thulasiram;Parimala Thulasiraman
Affiliations:
University of Manitoba, Winnipeg, MAN, Canada;University of Manitoba, Winnipeg, MAN, Canada;University of Manitoba, Winnipeg, MAN, Canada
Venue:
Proceedings of the 13th annual conference companion on Genetic and evolutionary computation
Year:
2011

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Abstract

We propose a novel idea for pricing Transmission Rights (which are similar to financial options) using a nature inspired meta heuristic algorithm, Ant Colony Optimization (ACO). ACO has been used extensively in combinatorial optimization problems and recently in dynamic applications such as mobile ad-hoc networks. Specifically, the proposed ACO algorithm have been applied to totally different application, Transmission Rights, in the current study.