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- W2073192707 abstract "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 how a real-valued quantum-inspired evolutionary algorithm(QEA) can be constructed and examines the utility of the resulting algorithm on an important real-world problem, namely the calibration of an Option Pricing model. The results from the algorithm are shown to be robust and sensitivity analysis is carried out on the algorithm parameters, suggesting that there is useful potential to apply QEA to this domain." @default.
- W2073192707 created "2016-06-24" @default.
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- W2073192707 date "2007-07-07" @default.
- W2073192707 modified "2023-09-23" @default.
- W2073192707 title "Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm" @default.
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- W2073192707 doi "https://doi.org/10.1145/1276958.1277351" @default.
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