Automating the Analysis of Option Pricing Algorithms through Intelligent Knowledge Acquisition Approaches

The traditional approach for estimating the performance of numerical methods is to combine an operation's count with an asymptotic error analysis. This analytic approach gives a general feel of the comparative efficiency of methods, but it rarely leads to very precise results. It is now recognized that accurate performance evaluation can be made only with actual measurements on working software. Given that such an approach requires an enormous amount of performance data related to actual measurements, the development of novel approaches and systems that intelligently and efficiently analyze these data is of great importance to scientists and engineers