2008 |
6 | EE | Kai Fan,
Anthony Brabazon,
Conall O'Sullivan,
Michael O'Neill:
Quantum-Inspired Evolutionary Algorithms for Financial Data Analysis.
EvoWorkshops 2008: 133-143 |
5 | EE | Kai Fan,
Anthony Brabazon,
Conall O'Sullivan,
Michael O'Neill:
Benchmarking the performance of the real-valued Quantum-inspired Evolutionary Algorithm.
IEEE Congress on Evolutionary Computation 2008: 3074-3080 |
4 | EE | Kai Fan,
Conall O'Sullivan,
Anthony Brabazon,
Michael O'Neill:
Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm.
Natural Computing in Computational Finance 2008: 89-107 |
2007 |
3 | EE | Kai Fan,
Anthony Brabazon,
Conall O'Sullivan,
Michael O'Neill:
Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model.
EvoWorkshops 2007: 189-198 |
2 | EE | Kai Fan,
Anthony Brabazon,
Conall O'Sullivan,
Michael O'Neill:
Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm.
GECCO 2007: 1983-1990 |
1 | EE | Zheng Yin,
Anthony Brabazon,
Conall O'Sullivan:
Adaptive genetic programming for option pricing.
GECCO (Companion) 2007: 2588-2594 |