Natural Computing in Computational Finance Volume 2 /

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also se...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Brabazon, Anthony (Επιμελητής έκδοσης), O’Neill, Michael (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Σειρά:Studies in Computational Intelligence, 185
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Natural Computing in Computational Finance (Volume 2): Introduction
  • Natural Computing in Computational Finance (Volume 2): Introduction
  • I Financial Modelling
  • Statistical Arbitrage with Genetic Programming
  • Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps
  • Ant Colony Optimization for Option Pricing
  • A Neuro-Evolutionary Approach for Interest Rate Modelling
  • Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining
  • II Agent-Based Modelling
  • Financial Bubbles: A Learning Effect Modelling Approach
  • Evolutionary Computation and Artificial Financial Markets
  • Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
  • Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation
  • The Emergence of a Market: What Efforts Can Entrepreneurs Make?.