Natural Computing in Computational Finance Volume 4 /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Brabazon, Anthony (Editor), O’Neill, Michael (Editor), Maringer, Dietmar (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Series: Studies in Computational Intelligence, 380
• Subjects: Engineering.; Information technology.; Business > Data processing.; Artificial intelligence.; Computational intelligence.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).; IT in Business.

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 appli...

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.