Natural Computing in Computational Finance

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The firs...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Brabazon, Anthony (Editor ), O'Neill, Michael (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Studies in Computational Intelligence, 100
Temas:
Engineering mathematics.
Engineering-Data processing.
Artificial intelligence.
Economics.
Mathematical and Computational Engineering Applications.
Artificial Intelligence.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Optimisation
  • Natural Computing in Computational Finance: An Introduction
  • Constrained Index Tracking under Loss Aversion Using Differential Evolution
  • An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes
  • Evolutionary Strategies for Building Risk-Optimal Portfolios
  • Evolutionary Stochastic Portfolio Optimization
  • Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm
  • Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm
  • Model Induction
  • Fuzzy-Evolutionary Modeling for Single-Position Day Trading
  • Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming
  • Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets
  • On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?
  • Hybrid Neural Systems in Exchange Rate Prediction
  • Agent-based Modelling
  • Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market
  • Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling
  • Co-Evolutionary Multi-Agent System for Portfolio Optimization.

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