rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Natural Computing in Computational Finance
    sub title: Volume 4
  name:
    name part: Brabazon, Anthony.
    role:
      role term: editor.
  name:
    name part: O’Neill, Michael.
    role:
      role term: editor.
  name:
    name part: Maringer, Dietmar.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2012
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 202 p. 62 illus., 25 illus. in color. online resource.
  abstract: This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of 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-based methodologies in computational finance and economics. The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. .
  table of contents: 1 Natural Computing in Computational Finance (Volume 4): Introduction -- 2 Calibrating Option Pricing Models with Heuristics -- 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series -- 4 A soft computing approach to enhanced indexation -- 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors -- 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading -- 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination -- 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction -- 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market -- 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.
  note: edited by Anthony Brabazon, Michael O’Neill, Dietmar Maringer.
  subject:
    topic: Engineering
  subject:
    topic: Information technology
  subject:
    topic: Business
    topic: Data processing
  subject:
    topic: Artificial intelligence
  subject:
    topic: Computational intelligence
  subject:
    topic: Engineering
  subject:
    topic: Computational Intelligence
  subject:
    topic: Artificial Intelligence (incl. Robotics)
  subject:
    topic: IT in Business
  classification: Q342
  classification: 006.3
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Studies in Computational Intelligence, 380
  identifier: 9783642233364
  identifier: http://dx.doi.org/10.1007/978-3-642-23336-4
  record info:
    record creation date: 111013
    record change date: 20151204164937.0
    record identifier: 978-3-642-23336-4