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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Tác giả khác: | , |
| Định dạng: | Livre numérique |
| Ngôn ngữ: | Anglais |
| Được phát hành: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Phiên bản: | X. |
| Loạt: | Studies in Computational Intelligence
100 |
| Truy cập trực tuyến: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Chú thích: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Natural computing in computational finance, Anthony Brabazon, Michael O'Neill (eds.), Berlin, Springer, 2008, 1 vol. (X-303 p.), Studies in computational intelligence, 978-3-540-77476-1 • Natural Computing in Computational Finance, Texte imprimé, 9783642096204 • Natural Computing in Computational Finance, Texte imprimé, 9783540848806 • Natural computing in computational finance, Anthony Brabazon, Michael O'Neill (eds.), Berlin, Springer, 2008, 1 vol. (X-303 p.), Studies in computational intelligence, 978-3-540-77476-1 |
Mục lục:
- 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