Natural Computing in Computational Finance: Volume 2

Book Overview

Natural Computing in Computational Finance (Volume 2): Introduction.- Natural Computing in Computational Finance (Volume 2): Introduction.- I Financial Modelling.- Statistical Arbitrage with Genetic Programming.- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps.- Ant Colony Optimization for Option Pricing.- A Neuro-Evolutionary Approach for Interest Rate Modelling.- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining.- II Agent-Based Modelling.- Financial Bubbles: A Learning Effect Modelling Approach.- Evolutionary Computation and Artificial Financial Markets.- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation.- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation.- The Emergence of a Market: What Efforts Can Entrepreneurs Make?.

• Format: Paperback
• Language: English
• ISBN: 3642101127
• ISBN13: 9783642101120
• Release Date: October 2010
• Publisher: Springer
• Length: 250 Pages
• Weight: 0.81 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"