We examine a technique for non-linear PCA by transferring the data from the non-linear space to linear space, where the weights on the non-linear functions are ...

Summary. Principal Component Analysis (PCA) is a standard statistical technique that is frequently employed in the analysis of large correlated data sets.

Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm. https://doi.org/10.1007/978-3-540 ...

Bibliographic details on Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm.

Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm. 10 Jun 2008Studies in Computational ...

Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm. K Fan, C O'Sullivan, A Brabazon, M O ...

This paper describes a real-valued quantum-inspired evolutionary algorithm (QIEA), a new computational approach which bears similarity with estimation of ...

Mar 26, 2008 · This paper describes a real-valued quantum-inspired evolutionary algorithm (QIEA), a new computational approach which bears similarity with ...

This study illustrates how a quantum-inspired evolutionary algorithm can be constructed and examines the utility of the resulting algorithm on Option Pricing ...

Evolutionary Stochastic Portfolio Optimization. 67. Nonlinear Principal Component Analysis of the Implied Volatility. 88. Kai Fan Conall OSullivan Anthony ...