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...

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Brabazon, Anthony (Éditeur intellectuel), O'Neill, Michael (Éditeur intellectuel), Maringer, Dietmar G. (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Édition:1st ed. 2010.
Collection:Studies in Computational Intelligence, 293
Sujets:
Computational intelligence.
Artificial intelligence.
Economics.
Computational Intelligence.
Artificial Intelligence.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

Documents similaires