E. Coli In Finance : The Quantum Pontiff

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Dave Bacon is a theoretical ski bum who is also a pseudo professor. His research is on quantum computing, his scientific passions extend to everything in physics, mathematics, computer science and beyond, and his personal pleasures include making wine, playing poker, skiing, camping, and daydreaming (although not all of those at the same time.) Nothing he says on this blog should be construed as having anything to do with his employer or his dog.

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E. Coli In Finance

Category: Biology • Finance
Posted on: April 29, 2008 9:04 AM, by Dave Bacon

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Via Alea, a new entry into the best title ever competition: "Option Model Calibration Using a Bacterial Foraging Optimization Algorithm" by J. Dang, A. Brabazon, M. O'Neill, and D. Edelman. That right, using an algorithm inspired by trying to mimic E. coli foraging, one hopes to calibrate a volatility option pricing model. No word yet, however, on whether bacteria will be able to spot CDOs with a large exposure to subprime mortgage bonds.

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