Concepedia

Sana Ben Hamida

SB

7

Publications

397

Citations

7

H-Index

2002

Active since

Affiliations

École Polytechnique(Current)

Centre National de la Recherche Scientifique

Tunis University

Université Paris Dauphine-PSL

Université Paris Sciences et Lettres

Sana Ben Hamida is an author at École Polytechnique specializing in engineering, computer science, and statistics.

Top concepts

EngineeringComputer ScienceBusinessStatisticsAsset PricingOption PricingCombinatorial OptimizationFinanceGeneticsMedicine

Publications per year

2002–2020

7

Publications

7

ASCHEA: new results using adaptive segregational constraint handling

Sana Ben Hamida, Marc Schoenauer · 2003 · 183 citations

Engineering, Genetics, Constrained Optimization +17

Recovering volatility from option prices by evolutionary optimization

Sana Ben Hamida, Rama Cont · The Journal of Computational Finance · 2005 · 95 citations

Inverse Problem, Option Pricing, Parameter Estimation +14

Recovering Volatility from Option Prices by Evolutionary Optimization

Rama Cont, Sana Ben Hamida · SSRN Electronic Journal · 2004 · 46 citations · Full text

The need for improving the exploration operators for constrained optimization problems

Sana Ben Hamida, Alain Pétrowski · 2002 · 29 citations

Numerical Analysis, Mathematical Programming, Large-scale Global Optimization +20

Selecting the Best Forecasting-Implied Volatility Model Using Genetic Programming

Wafa Abdelmalek, Sana Ben Hamida, Fathi Abid · Journal of Applied Mathematics and Decision Sciences · 2009 · 15 citations · Full text

Volatility Modeling, Option Pricing, Forecasting-implied Volatility +13

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