Quantum-inspired evolutionary algorithms for calibration of the VG option pricing model

被引：0

作者：

Fan, Kai ^{[1
]}

Brabazon, Anthony ^{[1
]}

O'Sullivan, Conall ^{[2
]}

O'Neill, Michael ^{[1
]}

机构：

[1] Univ Coll Dublin, Natl Comp Res & Applicat Grp, Dublin 2, Ireland

[2] Univ Coll Dublin, Sch Business, Dublin 2, Ireland

来源：

APPLICATIONS OF EVOLUTIONARY COMPUTING, PROCEEDINGS | 2007年 / 4448卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Quantum effects are a natural phenomenon and just like evolution, or immune systems, can serve as an inspiration for the design of computing algorithms. This study illustrates how a quantum-inspired evolutionary algorithm can be constructed and examines the utility of the resulting algorithm on Option Pricing model calibration. The results from the algorithm are shown to be robust and comparable to those of other algorithms.

引用

页码：189 / +

页数：3

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