{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T04:50:22Z","timestamp":1725511822838},"publisher-location":"Berlin, Heidelberg","reference-count":21,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783540718048"},{"type":"electronic","value":"9783540718055"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"DOI":"10.1007\/978-3-540-71805-5_21","type":"book-chapter","created":{"date-parts":[[2007,6,20]],"date-time":"2007-06-20T13:01:18Z","timestamp":1182344478000},"page":"189-198","source":"Crossref","is-referenced-by-count":2,"title":["Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model"],"prefix":"10.1007","author":[{"given":"Kai","family":"Fan","sequence":"first","affiliation":[]},{"given":"Anthony","family":"Brabazon","sequence":"additional","affiliation":[]},{"given":"Conall","family":"O\u2019Sullivan","sequence":"additional","affiliation":[]},{"given":"Michael","family":"O\u2019Neill","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"21_CR1","volume-title":"Automatic Quantum Computer Programming: A Genetic Programming Approach","author":"L. Spector","year":"2004","unstructured":"Spector, L.: Automatic Quantum Computer Programming: A Genetic Programming Approach. Kluwer Academic Publishers, Boston, MA (2004)"},{"key":"21_CR2","doi-asserted-by":"publisher","first-page":"61","DOI":"10.1109\/ICEC.1996.542334","volume-title":"Proceedings of IEEE International Conference on Evolutionary Computation","author":"A. Narayanan","year":"1996","unstructured":"Narayanan, A., Moore, M.: Quantum-inspired genetic algorithms. In: Proceedings of IEEE International Conference on Evolutionary Computation, pp. 61\u201366. IEEE Press, NJ, New York (1996)"},{"issue":"6","key":"21_CR3","doi-asserted-by":"publisher","first-page":"580","DOI":"10.1109\/TEVC.2002.804320","volume":"6","author":"K.-H. Han","year":"2002","unstructured":"Han, K-H., Kim, J-H.: Quantum-inspired evolutionary algorithm for a class of combinatorial optimization. IEEE Transactions on Evolutionary Computation\u00a06(6), 580\u2013593 (2002)","journal-title":"IEEE Transactions on Evolutionary Computation"},{"issue":"3","key":"21_CR4","first-page":"156","volume":"8","author":"K.-H. Han","year":"2002","unstructured":"Han, K-H., Kim, J-H.: Quantum-inspired evolutionary algorithms with a new termination criterion, H \u03b5 gate and two-phase scheme. IEEE Transactions on Evolutionary Computation\u00a08(3), 156\u2013169 (2002)","journal-title":"IEEE Transactions on Evolutionary Computation"},{"key":"21_CR5","first-page":"1622","volume-title":"ICSP 04","author":"S. Yang","year":"2004","unstructured":"Yang, S., Wang, M., Jiao, L.: A genetic algorithm based on quantum chromosome. In: ICSP 04. Proceedings of IEEE International Conference on Signal Processing, 31 August 4 September 2004, pp. 1622\u20131625. IEEE Press, NJ, New York (2004)"},{"key":"21_CR6","first-page":"820","volume-title":"CEC 2004","author":"S. Yang","year":"2004","unstructured":"Yang, S., Wang, M., Jiao, L.: A novel quantum evolutionary algorithm and its application. In: CEC 2004. Proceedings of IEEE Congress on Evolutionary Computation 2004, pp. 820\u2013826. IEEE Press, NJ, New York (2004)"},{"key":"21_CR7","volume-title":"Biologically-inspired Algorithms for Financial Modelling","author":"A. Brabazon","year":"2006","unstructured":"Brabazon, A., O\u2019Neill, M.: Biologically-inspired Algorithms for Financial Modelling. Springer, Berlin Heidelberg New York (2006)"},{"key":"21_CR8","first-page":"320","volume-title":"Proceedings of the Congress on Evolutionary Computation 2004","author":"S. Yang","year":"2004","unstructured":"Yang, S., Wang, M., Jiao, L.: A Quantum Particle Swarm Optimization. In: Proceedings of the Congress on Evolutionary Computation 2004, vol.\u00a01, pp. 320\u2013324. IEEE Press, New Jersey (2004)"},{"key":"21_CR9","first-page":"10","volume-title":"Proceedings of 2004 IEEE International Conference on Systems, Man and Cybernetics","author":"C.-D. Lee","year":"2004","unstructured":"Lee, C-D., Chen, Y-J., Huang, H-C., Hwang, R-C., Yu, G-R.: The non-stationary signal prediction by using quantum NN. In: Proceedings of 2004 IEEE International Conference on Systems, Man and Cybernetics, 10-13 October 2002, pp. 10\u201313. IEEE Press, NJ, New York (2004)"},{"key":"21_CR10","first-page":"1779","volume-title":"IJCNN 2002","author":"S. Garavaglia","year":"2002","unstructured":"Garavaglia, S.: A quantum-inspired self-organizing map (QISOM). In: IJCNN 2002. Proceedings of 2002 International Joint Conference on Neural Networks, 12-17 May, pp. 1779\u20131784. IEEE Press, NJ, New York (2002)"},{"key":"21_CR11","first-page":"308","volume-title":"ICITA 05","author":"X.-Y. Tsai","year":"2005","unstructured":"Tsai, X-Y., Chen, Y-J., Huang, H-C., Chuang, S-J., Hwang, R-C.: Quantum NN vs NN in Signal Recognition. In: ICITA 05. Proceedings of the Third International Conference on Information Technology and Applications, 4-7 July, pp. 308\u2013312. IEEE Press, NJ, New York (2005)"},{"key":"21_CR12","first-page":"3301","volume-title":"Proceedings of 2004 IEEE International Conference on Systems, Man and Cybernetics","author":"Y. Li","year":"2004","unstructured":"Li, Y., Zhang, Y., Zhao, R., Jiao, L.: The immune quantum-inspired evolutionary algorithm. In: Proceedings of 2004 IEEE International Conference on Systems, Man and Cybernetics, 10-13 October 2002, pp. 3301\u20133305. IEEE Press, NJ, New York (2004)"},{"key":"21_CR13","first-page":"461","volume-title":"ICNN &B 2005","author":"L. Jiao","year":"2005","unstructured":"Jiao, L., Li, Y.: Quantum-inspired immune clonal optimization. In: ICNN &B 2005. Proceedings of 2005 International Conference on Neural Networks and Brain, 13-15 October 2005, pp. 461\u2013466. IEEE Press, NJ, New York (2005)"},{"key":"21_CR14","first-page":"9180","volume-title":"CEC 2006","author":"A. da Cruz","year":"2006","unstructured":"da Cruz, A., Vellasco, M., Pacheco, M.: Quantum-inspired evolutionary algorithm for numerical optimization. In: da Cruz, A., Vellasco, M., Pacheco, M. (eds.) CEC 2006. Proceedings of the 2006 IEEE Congress on Evolutionary Computation, Vancouver, 16-21 July, pp. 9180\u20139187. IEEE Press, NJ, New York (2006)"},{"key":"21_CR15","first-page":"178","volume-title":"Proceedings of IEEE Congress on Evolutionary Computing","author":"K.-H. Han","year":"2003","unstructured":"Han, K-H., Kim, J-H.: On setting the parameters of quantum-inspired evolutionary algorithm for practical applications. In: Proceedings of IEEE Congress on Evolutionary Computing, 8 August 12 December 2003, pp. 178\u2013184. IEEE Press, NJ, New York (2003)"},{"key":"21_CR16","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F. Black","year":"1973","unstructured":"Black, F., Scholes, M.: The pricing of options and corporate liabilities. Journal of Political Economy\u00a081, 637\u2013654 (1973)","journal-title":"Journal of Political Economy"},{"key":"21_CR17","doi-asserted-by":"publisher","first-page":"511","DOI":"10.1086\/296519","volume":"63","author":"D. Madan","year":"1990","unstructured":"Madan, D., Seneta, E.: The VG model for share market returns. Journal of Business\u00a063, 511\u2013524 (1990)","journal-title":"Journal of Business"},{"issue":"4","key":"21_CR18","doi-asserted-by":"publisher","first-page":"39","DOI":"10.1111\/j.1467-9965.1991.tb00018.x","volume":"1","author":"D. Madan","year":"1991","unstructured":"Madan, D., Milne, F.: Option pricing with VG martingale components. Mathematical Finance\u00a01(4), 39\u201355 (1991)","journal-title":"Mathematical Finance"},{"key":"21_CR19","doi-asserted-by":"publisher","first-page":"79","DOI":"10.1023\/A:1009703431535","volume":"2","author":"D. Madan","year":"1998","unstructured":"Madan, D., Carr, P., Chang, E.: The Variance Gamma Process and Option Pricing. European Finance Review\u00a02, 79\u2013105 (1998)","journal-title":"European Finance Review"},{"key":"21_CR20","doi-asserted-by":"crossref","unstructured":"Cont, R., Ben Hamida, S.: Recovering volatility from option prices by evolutionary optimisation, Journal of Computational Finance\u00a08 (4) (Summer 2005)","DOI":"10.21314\/JCF.2005.130"},{"issue":"1","key":"21_CR21","doi-asserted-by":"publisher","first-page":"112","DOI":"10.1137\/S1052623496303470","volume":"9","author":"J.C. Lagarias","year":"1998","unstructured":"Lagarias, J.C., Reeds, J.A., Wright, M.H., Wright, P.E.: Convergence Properties of the Nelder-Mead Simplex Method in Low Dimensions. SIAM Journal of Optimization\u00a09(1), 112\u2013147 (1998)","journal-title":"SIAM Journal of Optimization"}],"container-title":["Lecture Notes in Computer Science","Applications of Evolutinary Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-540-71805-5_21.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,11,19]],"date-time":"2020-11-19T00:26:38Z","timestamp":1605745598000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-540-71805-5_21"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[null]]},"ISBN":["9783540718048","9783540718055"],"references-count":21,"URL":"https:\/\/doi.org\/10.1007\/978-3-540-71805-5_21","relation":{},"subject":[]}}