Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm - researchr publication authors

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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. In Anthony Brabazon, Michael O Neill, editors, Natural Computing in Computational Finance. Volume 100 of Studies in Computational Intelligence, pages 89-107, Springer, 2008. [doi]

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