Natural Computing in Computational Finance Volume 3 /

This book consists of eleven 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-basedmethodologies in computational finance and economics. While describing cutting...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Brabazon, Anthony (Editor ), O'Neill, Michael (Editor ), Maringer, Dietmar G. (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Studies in Computational Intelligence, 293
Temas:
Computational intelligence.
Artificial intelligence.
Economics.
Computational Intelligence.
Artificial Intelligence.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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