The Resource Biologically inspired algorithms for financial modelling, Anthony Brabazon, Michael O'Neill, (electronic resource)

Biologically inspired algorithms for financial modelling, Anthony Brabazon, Michael O'Neill, (electronic resource)

Label
Biologically inspired algorithms for financial modelling
Title
Biologically inspired algorithms for financial modelling
Statement of responsibility
Anthony Brabazon, Michael O'Neill
Creator
Contributor
Provider
Subject
Genre
Language
eng
Summary
Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures. The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Brabazon, Anthony
Image bit depth
0
LC call number
HG106
LC item number
.B73 2006eb
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1975-
http://library.link/vocab/relatedWorkOrContributorName
  • SpringerLink
  • O'Neill, Michael
Series statement
Natural Computing Series,
http://library.link/vocab/subjectName
  • Finance
  • Finances
  • BUSINESS & ECONOMICS
  • Informatique
  • Finance
  • Algoritmen
  • Bedrijfsfinanciering
  • Biometrie
Label
Biologically inspired algorithms for financial modelling, Anthony Brabazon, Michael O'Neill, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (pages 257-269) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Methodologies -- Neural Network Methodologies -- Evolutionary Methodologies -- Grammatical Evolution -- The Particle Swarm Model -- Ant Colony Models -- Artificial Immune Systems -- Model Development -- Model Development Process -- Technical Analysis -- Case Studies -- Overview of Case Studies -- Index Prediction Using MLPs -- Index Prediction Using a MLP-GA Hybrid -- Index Trading Using Grammatical Evolution -- Adaptive Trading Using Grammatical Evolution -- Intra-day Trading Using Grammatical Evolution -- Automatic Generation of Foreign Exchange Trading Rules -- Corporate Failure Prediction Using Grammatical Evolution -- Corporate Failure Prediction Using an Ant Model -- Bond Rating Using Grammatical Evolution -- Bond Rating Using AIS -- Wrap-up
Dimensions
unknown
Extent
1 online resource (xv, 275 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9781280608650
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Stock number
978-3-540-26252-7
System control number
  • (OCoLC)262691843
  • (OCoLC)ocn262691843
Label
Biologically inspired algorithms for financial modelling, Anthony Brabazon, Michael O'Neill, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (pages 257-269) and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Methodologies -- Neural Network Methodologies -- Evolutionary Methodologies -- Grammatical Evolution -- The Particle Swarm Model -- Ant Colony Models -- Artificial Immune Systems -- Model Development -- Model Development Process -- Technical Analysis -- Case Studies -- Overview of Case Studies -- Index Prediction Using MLPs -- Index Prediction Using a MLP-GA Hybrid -- Index Trading Using Grammatical Evolution -- Adaptive Trading Using Grammatical Evolution -- Intra-day Trading Using Grammatical Evolution -- Automatic Generation of Foreign Exchange Trading Rules -- Corporate Failure Prediction Using Grammatical Evolution -- Corporate Failure Prediction Using an Ant Model -- Bond Rating Using Grammatical Evolution -- Bond Rating Using AIS -- Wrap-up
Dimensions
unknown
Extent
1 online resource (xv, 275 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Isbn
9781280608650
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Stock number
978-3-540-26252-7
System control number
  • (OCoLC)262691843
  • (OCoLC)ocn262691843

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