The Resource Natural Computing in Computational Finance, edited by Anthony Brabazon, Michael O’Neill, Dietmar G. Maringer, (electronic resource)

Natural Computing in Computational Finance, edited by Anthony Brabazon, Michael O’Neill, Dietmar G. Maringer, (electronic resource)

Label
Natural Computing in Computational Finance
Title
Natural Computing in Computational Finance
Statement of responsibility
edited by Anthony Brabazon, Michael O’Neill, Dietmar G. Maringer
Creator
Contributor
Editor
Provider
Subject
Language
eng
Summary
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 edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II
Member of
http://library.link/vocab/creatorName
Brabazon, Anthony
Image bit depth
0
LC call number
Q342
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • O’Neill, Michael.
  • Maringer, Dietmar G.
  • SpringerLink
Series statement
Studies in Computational Intelligence,
Series volume
293
http://library.link/vocab/subjectName
  • Engineering
  • Artificial intelligence
  • Economics
  • Engineering
  • Computational Intelligence
  • Artificial Intelligence (incl. Robotics)
  • Economics general
Label
Natural Computing in Computational Finance, edited by Anthony Brabazon, Michael O’Neill, Dietmar G. Maringer, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
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
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
Dimensions
unknown
Extent
241p. 19 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783642139505
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-13950-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-642-13950-5
Label
Natural Computing in Computational Finance, edited by Anthony Brabazon, Michael O’Neill, Dietmar G. Maringer, (electronic resource)
Publication
Antecedent source
mixed
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
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
Dimensions
unknown
Extent
241p. 19 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783642139505
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-13950-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-642-13950-5

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