Natural Computing in Computational Finance Volume 2 /
Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also se...
Corporate Author: | |
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Other Authors: | , |
Format: | Electronic |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Series: | Studies in Computational Intelligence,
185 |
Subjects: | |
Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-95974-8 |
Table of Contents:
- Natural Computing in Computational Finance (Volume 2): Introduction
- Part I FinancialModelling
- Statistical Arbitrage with Genetic Programming
- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizingMaps
- Ant Colony Optimization for Option Pricing
- A Neuro-evolutionary Approach for Interest Rate Modelling
- Whos Smart andWhos Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets Through Data Mining
- Part II Agent-basedModelling
- Financial Bubbles: A Learning Effect Modelling Approach
- Evolutionary Computation and Artificial Financial Markets
- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation
- The Emergence of a Market:What Efforts can Entrepreneurs Make?.