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~person:"Bobasu, Alina"
~person:"O'Neill, Michael"
~subject:"Finanzmarkt"
~subject:"Volatilität"
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IMF economic review
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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Measuring financial conditions using equal weights combination
Arrigoni, Simone
;
Bobasu, Alina
;
Venditti, Fabrizio
- In:
IMF economic review
70
(
2022
)
4
,
pp. 668-697
Persistent link: https://www.econbiz.de/10013489809
Saved in:
2
Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai
;
O'Sullivan, Conall
;
Brabazon, Anthony
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 89-107)
.
2008
Persistent link: https://www.econbiz.de/10009515173
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