|
|
|||
|
||||
OverviewRecentyearshaveseentheapplicationofvariousNaturalComputing algorithms for the purposes of ?nancial modelling. In this context Natural Computing - gorithms can be broadly de?ned as computer algorithms whose design draws inspirationfromphenomena in the naturalworld. Particularfeatures of?nancial markets, including their dynamic and interconnected characteristics, bear p- allels with processes in the natural world and prima facie, this makes Natural Computingmethods'interesting'for?nancialmodellingapplications. Inaddition to the problem-solving potential of natural processes which Natural computing seeks to embody in its algorithms, we can also consider Natural Computing in terms of its potential to understand the natural processes which themselves serve as inspiration. For example, ?nancial and biological systems exhibit the phenomenon of emergence, or the activities of multiple individual agents c- bining to co-evolve their own environment, and a stream of work has emerged which applies learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in ?nance and economics. This book consists of eleven chapters each of which was selected following a rigorous,peer-reviewed,selectionprocess. Thechaptersillustratetheapplication of a range of cutting-edge natural computing and agent-based methodologies in computational ?nance and economics. While describing cutting edge appli- tions, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics,students and practitionersin the ?elds of computational ?nance and economics. Full Product DetailsAuthor: Anthony Brabazon , Michael O'Neill , Dietmar G. MaringerPublisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K Edition: 2010 ed. Volume: 293 Dimensions: Width: 15.50cm , Height: 1.20cm , Length: 23.50cm Weight: 0.355kg ISBN: 9783642263699ISBN 10: 3642263690 Pages: 241 Publication Date: 05 September 2012 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand We will order this item for you from a manufactured on demand supplier. Table of ContentsNatural 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.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |