Natural Computing in Computational Finance

Volume 3

228 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: Studies in Computational Intelligence
• Themen: Informatik und Informationstechnologie Informatik Künstliche Intelligenz (KI)
• ISBN: 9783642139499
• Sprache: Englisch
• Erscheinungsdatum: 09.06.2010
• Größe: 241 x 160 mm
• Verlag: Springer
• Herausgegeben von: Anthony Brabazon, Michael O'Neill, Dietmar G. Maringer