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Natural Computing in Computational Finance : Volume 2

Author: Janusz Kacprzyk; Michael O'Neill; Anthony Brabazon
Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009.
Series: Studies in computational intelligence, 185.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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 seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Printed edition:
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Janusz Kacprzyk; Michael O'Neill; Anthony Brabazon
ISBN: 9783540959748 3540959742 9783540959731 3540959734
OCLC Number: 311306981
Description: 1 online resource (: v.: digital.
Contents: Natural Computing in Computational Finance (Volume 2): Introduction --
Part I FinancialModelling --
Statistical Arbitrage with Genetic Programming --
Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizingMaps --
Ant Colony Optimization for Option Pricing --
A Neuro-evolutionary Approach for Interest Rate Modelling --
Who's Smart andWho's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets Through Data Mining --
Part II Agent-basedModelling --
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?
Series Title: Studies in computational intelligence, 185.
Responsibility: edited by Janusz Kacprzyk, Anthony Brabazon, Michael O'Neill.

Abstract:

The first part of this book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a  Read more...

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