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Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm., , , и . Natural Computing in Computational Finance, том 100 из Studies in Computational Intelligence, Springer, (2008)A genetic programming approach for delta hedging., , , и . Genet. Program. Evolvable Mach., 20 (1): 67-92 (2019)A comparative study of the canonical genetic algorithm and a real-valued quantum-inspired evolutionary algorithm., , , и . Int. J. Intell. Comput. Cybern., 2 (3): 494-512 (2009)Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model., , , и . EvoWorkshops, том 4448 из Lecture Notes in Computer Science, стр. 189-198. Springer, (2007)Calibration of the VGSSDOption Pricing Model using a Quantum-inspired Evolutionary Algorithm., , , , и . Quantum Inspired Intelligent Systems, том 121 из Studies in Computational Intelligence, Springer, (2008)Realised volatility forecasting: A genetic programming approach., , , и . CEC, стр. 3305-3311. IEEE, (2015)Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm., , , и . GECCO, стр. 1983-1990. ACM, (2007)Genetic Programming for Dynamic Environments, , , и . 2nd International Symposium Ädvances in Artificial Intelligence and Applications", 2, стр. 437--446. Wisla, Poland, (октября 2007)Adaptive genetic programming for option pricing., , и . GECCO (Companion), стр. 2588-2594. ACM, (2007)Benchmarking the performance of the real-valued Quantum-inspired Evolutionary Algorithm., , , и . IEEE Congress on Evolutionary Computation, стр. 3074-3080. IEEE, (2008)