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

---

is a positive constant between 0 and 1, (.) is the usual arithmetic mean, and () is the Lehmer mean.