Natural Computing in Computational Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Brabazon, Anthony. (Editor), ONeill, Michael. (Editor), Maringer, Dietmar G. (Editor)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Studies in Computational Intelligence, 293
• Subjects: Engineering.; Artificial intelligence.; Economics.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).; Economics general.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-13950-5

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...

Table of Contents:

• 1 Natural Computing in Computational Finance (volume 3): Introduction
• Part I Financial and Agent-Based Models
• 2 Robust Regression with Optimisation Heuristics
• 3 Evolutionary Estimation of a Coupled Markov Chain Credit Risk Model
• 4 Evolutionary Computation and Trade Execution
• 5 Agent-based Co-operative Co-evolutionary Algorithms for Multi-objective Portfolio Optimization
• Part II Dynamic Strategies and Algorithmic Trading
• 6 Inferring Traders Behavior From Prices
• 7 Index Mutual Fund Replication
• 8 Frequent Knowledge Patterns in Evolutionary Decision Support Systems for Financial Time Series Analysis
• 9 Modeling Turning Points in Financial Markets with Soft Computing Techniques
• 10 EvolutionaryMoney Management
• 11 Interday and Intraday Stock Trading Using Probabilistic Adaptive Mapping Developmental Genetic Programming and Linear Genetic Programming.