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portada natural computing in computational finance: volume 3
Type
Physical Book
Illustrated by
Publisher
Author
Year
2012
Language
English
Pages
241
Format
Paperback
Dimensions
23.4x15.6x1.2 cm
Weight
0.33 kg.
ISBN
3642263690
ISBN13
9783642263699
Categories

natural computing in computational finance: volume 3

Michael O'Neill (Illustrated by) · Anthony Brabazon (Illustrated by) · Dietmar G. Maringer (Illustrated by) · Springer · Paperback

natural computing in computational finance: volume 3 - Brabazon, Anthony ; O'Neill, Michael ; Maringer, Dietmar G.

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Synopsis "natural computing in computational finance: volume 3"

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.

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