Natural Computing in Computational Finance Volume 4 /

This book follows on from Natural Computing in Computational Finance  Volumes I, II and III.   As in the previous volumes of this series, the  book consists of a series of  chapters each of  which was selected following a rigorous, peer-reviewed, selection process.  The chapters illustrate the appli...

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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 (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edición:1st ed. 2012.
Colección:Studies in Computational Intelligence, 380
Temas:
Computational intelligence.
Artificial intelligence.
Business information services.
Computational Intelligence.
Artificial Intelligence.
IT in Business.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 1 Natural Computing in Computational Finance (Volume 4): Introduction
  • 2 Calibrating Option Pricing Models with Heuristics
  • 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series
  • 4 A soft computing approach to enhanced indexation
  • 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors
  • 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading
  • 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination
  • 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction
  • 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market
  • 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.

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