Conall O'Sullivan

According to our database, Conall O'Sullivan authored at least 12 papers between 2007 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

A genetic programming approach for delta hedging.

Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Philip A. Hamill

Genet. Program. Evolvable Mach., 2019

2016

An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting.

Zheng Yin, Conall O'Sullivan, Anthony Brabazon

J. Artif. Intell. Soft Comput. Res., 2016

2015

Realised volatility forecasting: A genetic programming approach.

Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the IEEE Congress on Evolutionary Computation, 2015

A genetic programming approach for delta hedging.

Zheng Yin, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the IEEE Congress on Evolutionary Computation, 2015

2009

A comparative study of the canonical genetic algorithm and a real-valued quantum-inspired evolutionary algorithm.

Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Int. J. Intell. Comput. Cybern., 2009

2008

Calibration of the VGSSDOption Pricing Model using a Quantum-inspired Evolutionary Algorithm.

Kai Fan, Conall O'Sullivan, Anthony Brabazon, Michael O'Neill, Seán McGarraghy

Proceedings of the Quantum Inspired Intelligent Systems, 2008

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

Kai Fan, Conall O'Sullivan, Anthony Brabazon, Michael O'Neill

Proceedings of the Natural Computing in Computational Finance, 2008

Quantum-Inspired Evolutionary Algorithms for Financial Data Analysis.

Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the Applications of Evolutionary Computing, 2008

Benchmarking the performance of the real-valued Quantum-inspired Evolutionary Algorithm.

Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the IEEE Congress on Evolutionary Computation, 2008

2007

Adaptive genetic programming for option pricing.

Zheng Yin, Anthony Brabazon, Conall O'Sullivan

Proceedings of the Genetic and Evolutionary Computation Conference, 2007

Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm.

Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the Genetic and Evolutionary Computation Conference, 2007

Quantum-Inspired Evolutionary Algorithms for Calibration of the <i>VG</i> Option Pricing Model.

Kai Fan, Anthony Brabazon, Conall O'Sullivan, Michael O'Neill

Proceedings of the Applications of Evolutinary Computing, 2007