http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Natural Computing in Computational Finance
X, 202 p. 62 illus., 25 illus. in color. online resource.
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. .
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.
edited by Anthony Brabazon, Michael O’Neill, Dietmar Maringer.
Artificial Intelligence (incl. Robotics)
Studies in Computational Intelligence, 380