Natural Computing in Computational Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Brabazon, Anthony (Editor), O’Neill, Michael (Editor), Maringer, Dietmar G. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Studies in Computational Intelligence, 293
• Subjects: Engineering.; Artificial intelligence.; Computational intelligence.; Economics.; Management science.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).; Economics, general.

This book consists of eleven chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-basedmethodologies in computational finance and economics. While describing cutting...

Table of Contents:

• Natural Computing in Computational Finance (Volume 3): Introduction
• Natural Computing in Computational Finance (Volume 3): Introduction
• I: Financial and Agent-Based Models
• Robust Regression with Optimisation Heuristics
• Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model
• Evolutionary Computation and Trade Execution
• Agent-Based Co-operative Co-evolutionary Algorithms for Multi-objective Portfolio Optimization
• Inferring Trader’s Behavior from Prices
• II: Dynamic Strategies and Algorithmic Trading
• Index Mutual Fund Replication
• Frequent Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis
• Modeling Turning Points in Financial Markets with Soft Computing Techniques
• Evolutionary Money Management
• Interday and Intraday Stock Trading Using Probabilistic Adaptive Mapping Developmental Genetic Programming and Linear Genetic Programming.