Natural Computing in Computational Finance: Volume 2 / Edition 1

Natural Computing in Computational Finance: Volume 2 / Edition 1

by Anthony Brabazon
     
 

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 number of agent-based simulations of financial systems.

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Overview

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 number of agent-based simulations of financial systems.

Product Details

ISBN-13:
9783540959731
Publisher:
Springer Berlin Heidelberg
Publication date:
03/12/2009
Series:
Studies in Computational Intelligence Series, #185
Edition description:
2009
Pages:
250
Product dimensions:
6.40(w) x 9.30(h) x 0.90(d)

Table of Contents

Natural Computing in Computational Finance (Volume 2): Introduction.- Natural Computing in Computational Finance (Volume 2): Introduction.- I Financial Modelling.- Statistical Arbitrage with Genetic Programming.- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps.- Ant Colony Optimization for Option Pricing.- A Neuro-Evolutionary Approach for Interest Rate Modelling.- Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining.- II Agent-Based Modelling.- 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?.

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