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GECCO
2007
Springer
154views Optimization» more  GECCO 2007»
13 years 11 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...