Biologically Inspired Algorithms for Financial Modelling

• Κύριοι συγγραφείς: Brabazon, Anthony (Συγγραφέας), O’Neill, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
• Σειρά: Natural Computing Series,
• Θέματα: Computer science.; Operations research.; Decision making.; Finance.; Computers.; Computer simulation.; Application software.; Economics, Mathematical.; Computer Science.; Theory of Computation.; Finance, general.; Simulation and Modeling.; Quantitative Finance.; Operation Research/Decision Theory.; Computer Applications.

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficult...

Πίνακας περιεχομένων:

• Methodologies
• Neural Network Methodologies
• Evolutionary Methodologies
• Grammatical Evolution
• The Particle Swarm Model
• Ant Colony Models
• Artificial Immune Systems
• Model Development
• Model Development Process
• Technical Analysis
• Case Studies
• Overview of Case Studies
• Index Prediction Using MLPs
• Index Prediction Using a MLP-GA Hybrid
• Index Trading Using Grammatical Evolution
• Adaptive Trading Using Grammatical Evolution
• Intra-day Trading Using Grammatical Evolution
• Automatic Generation of Foreign Exchange Trading Rules
• Corporate Failure Prediction Using Grammatical Evolution
• Corporate Failure Prediction Using an Ant Model
• Bond Rating Using Grammatical Evolution
• Bond Rating Using AIS
• Wrap-up.