Natural computing in computational finance
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...
Enregistré dans:
| 主要作者: | |
|---|---|
| 其他作者: | , , , |
| 格式: | Livre numérique |
| 语言: | Anglais |
| 出版: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2010. |
| 丛编: | Studies in Computational Intelligence
293 |
| 在线阅读: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 提示: |
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, Volume 3, Anthony Brabazon, Michael O'Neill, and Dietmar G. Maringer (eds.), Berlin, Springer, 2010, 1 vol. (X-215 p.), Studies in computational intelligence, 978-3-642-13949-9 • Natural Computing in Computational Finance, Texte imprimé, 9783642263699 • Natural computing in computational finance, Volume 3, Anthony Brabazon, Michael O'Neill, and Dietmar G. Maringer (eds.), Berlin, Springer, 2010, 1 vol. (X-215 p.), Studies in computational intelligence, 978-3-642-13949-9 • Natural Computing in Computational Finance, Texte imprimé, 9783642139512 |
书本目录:
- 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