Natural Computing in Computational Finance Volume 2 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Brabazon, Anthony (Editor), O’Neill, Michael (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
• Series: Studies in Computational Intelligence, 185
• Subjects: Artificial intelligence.; Applied mathematics.; Engineering mathematics.; Economics.; Management science.; Economics, general.; Appl.Mathematics/Computational Methods of Engineering.; Artificial Intelligence (incl. Robotics).

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...

Table of Contents:

• 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?.