Natural Computing in Computational Finance: Volume 4 by Anthony Brabazon (Englis

The Nile on eBay   Natural Computing in Computational Finance by Anthony Brabazon, Michael O'Neill, Dietmar Maringer

The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.

FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description

This book follows on from Natural Computing in Computational Finance  Volumes I, II and III.   As in the previous volumes of this series, the  book consists of a series of  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-based methodologies in computational finance and economics. The applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,  corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  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.  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-based methodologies in computational finance and economics. The applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  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 applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,  corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  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.  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.  

Notes

Recent research in Natural Computing in Computational FinanceCarefully edited bookWritten by leading experts in the field

Back Cover

This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of 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-based methodologies in computational finance and economics. The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. 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.

Table of Contents

1 Natural Computing in Computational Finance (Volume 4): Introduction.- 2 Calibrating Option Pricing Models with Heuristics.- 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series.- 4 A soft computing approach to enhanced indexation.- 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors.- 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading.- 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination.- 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction.- 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market.- 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.

Feature

Recent research in Natural Computing in Computational Finance Carefully edited book Written by leading experts in the field

Details ISBN364223335X Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Series Studies in Computational Intelligence ISBN-10 364223335X ISBN-13 9783642233357 Format Hardcover Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany Edited by Dietmar Maringer Year 2011 Publication Date 2011-09-10 Short Title NATURAL COMPUTING IN COMPU-V04 Language English Media Book Series Number 380 Subtitle Volume 4 Pages 202 DEWEY 658.15028563 Illustrations X, 202 p. DOI 10.1007/978-3-642-23336-4 Author Dietmar Maringer Alternative 9783662519981 Audience Professional & Vocational We've got this

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