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GECCO
2007
Springer
154views Optimization» more  GECCO 2007»
13 years 10 months ago
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
Quantum effects are a natural phenomenon and just like evolution, or immune processes, can serve as an inspiration for the design of computing algorithms. This study illustrates ...
Kai Fan, Anthony Brabazon, Conall O'Sullivan, Mich...
EVOW
2008
Springer
13 years 6 months ago
Option Model Calibration Using a Bacterial Foraging Optimization Algorithm
The Bacterial Foraging Optimization (BFO) algorithm is a biologically inspired computation technique which is based on mimicking the foraging behavior of E.coli bacteria. This pape...
Jing Dang, Anthony Brabazon, Michael O'Neill, Davi...