Natural Computing in Computational Finance: Volume 3 by Anthony BrabazonNatural Computing in Computational Finance: Volume 3 by Anthony Brabazon

Natural Computing in Computational Finance: Volume 3

byAnthony BrabazonEditorMichael O'neill, Dietmar G. Maringer

Hardcover | June 9, 2010

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The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.

Title:Natural Computing in Computational Finance: Volume 3Format:HardcoverDimensions:241 pagesPublished:June 9, 2010Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3642139493

ISBN - 13:9783642139499

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Table of Contents

Natural Computing in Computational Finance (Volume 3): Introduction.- Natural Computing in Computational Finance (Volume 3): Introduction.- I: Financial and Agent-Based Models.- Robust Regression with Optimisation Heuristics.- Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model.- Evolutionary Computation and Trade Execution.- Agent-Based Co-operative Co-evolutionary Algorithms for Multi-objective Portfolio Optimization.- Inferring Trader's Behavior from Prices.- II: Dynamic Strategies and Algorithmic Trading.- Index Mutual Fund Replication.- Frequent Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis.- Modeling Turning Points in Financial Markets with Soft Computing Techniques.- Evolutionary Money Management.- Interday and Intraday Stock Trading Using Probabilistic Adaptive Mapping Developmental Genetic Programming and Linear Genetic Programming.