Calibration of the VGSSD Option Pricing Model using a Quantum-inspired Evolutionary Algorithm
Quantum effects are a natural phenomenon and just like evolution, the brain, or immune systems, can serve as an inspiration for the design of computing algorithms. This chapter illustrates how a quantum-inspired evolutionary algorithm (QIEA) using real nu
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Studies in Computational Intelligence, Volume 121 Editor-in-chief Prof. Janusz Kacprzyk Systems Research Institute Polish Academy of Sciences ul. Newelska 6 01-447 Warsaw Poland E-mail: [email protected] Further volumes of this series can be found on our homepage: springer.com Vol. 100. Anthony Brabazon and Michael O’Neill (Eds.) Natural Computing in Computational Finance, 2008 ISBN 978-3-540-77476-1 Vol. 101. Michael Granitzer, Mathias Lux and Marc Spaniol (Eds.) Multimedia Semantics - The Role of Metadata, 2008 ISBN 978-3-540-77472-3 Vol. 102. Carlos Cotta, Simeon Reich, Robert Schaefer and Antoni Ligeza (Eds.) Knowledge-Driven Computing, 2008 ISBN 978-3-540-77474-7 Vol. 103. Devendra K. Chaturvedi Soft Computing Techniques and its Applications in Electrical Engineering, 2008 ISBN 978-3-540-77480-8 Vol. 104. Maria Virvou and Lakhmi C. Jain (Eds.) Intelligent Interactive Systems in Knowledge-Based Environment, 2008 ISBN 978-3-540-77470-9 Vol. 105. Wolfgang Guenthner Enhancing Cognitive Assistance Systems with Inertial Measurement Units, 2008 ISBN 978-3-540-76996-5
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