In this article, we investigate the hidden cross-correlation structures in Chinese stock markets and US stock markets by performing PCSE combined with PCA approach. It is suggested that PCSE can provide a more faithful and more interpretable description of the dynamic mechanism between time...

This paper deals with the problem of pricing equity warrants in a mixed fractional Brownian environment. Based on the quasi-conditional expectation and the Fourier transform, we present the pricing model for equity warrants. Moreover, a hybrid intelligent algorithm, which is based on the Genetic...

The application of evolution-inspired strategies to hardware design and circuit self-configuration leads to the concept of evolvable hardware (EHW). EHW refers to self-configuration of electronic hardware by evolutionary/genetic algorithms (EA and GA, respectively). Unconventional circuits, for...

Ground states of the three-dimensional Edwards-Anderson spin glass with exchange interactions of Gaussian distribution were determined with a hybrid of genetic algorithm and local optimization. Large samples were considered between linear sizes of 3 and 10 to determine the average ground state...

Roulette-wheel selection is a frequently used method in genetic and evolutionary algorithms or in modeling of complex networks. Existing routines select one of N individuals using search algorithms of O(N) or O(logN) complexity. We present a simple roulette-wheel selection algorithm, which...

Structural balance is a large area of study in signed networks, and it is intrinsically a global property of the whole network. Computing global structural balance in signed networks, which has attracted some attention in recent years, is to measure how unbalanced a signed network is and it is a...

Complex networks are widely applied in every aspect of human society, and community detection is a research hotspot in complex networks. Many algorithms use modularity as the objective function, which can simplify the algorithm. In this paper, a community detection method based on modularity and...

Motivated by the empirical evidence of long range dependence in short-term interest rates and considering the long maturities of equity warrants, we propose the fractional Vasicek model to describe the dynamics of the short rate in the pricing environment of equity warrants. Using the partial...

We present different bit-string models of haploid asexual populations in which individuals may exchange part of their genome with other individuals (parasex) according to a given probability. We study the advantages of this parasex concerning population sizes, genetic fitness and diversity. We...