Natural Computing in Computational Finance: Volume 4

Natural Computing in Computational Finance: Volume 4

by Anthony Brabazon, Michael O'Neill, Dietmar Maringer
     
 

This book follows on from Natural Computing in Computational Finance Volumes I, II and III.As in the previous volumes of this series, thebook 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

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Overview

This book follows on from Natural Computing in Computational Finance Volumes I, II and III.As in the previous volumes of this series, thebook 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 interestto academics, students and practitioners in the fields of computational finance and economics.

Product Details

ISBN-13:
9783642233357
Publisher:
Springer Berlin Heidelberg
Publication date:
09/28/2011
Series:
Studies in Computational Intelligence Series, #380
Edition description:
2012
Pages:
202
Product dimensions:
6.10(w) x 9.20(h) x 0.60(d)

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