Natural Computing in Computational Finance : Volume 3 /
| Autor Corporativo: | |
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| Otros Autores: | , , |
| Formato: | eBook |
| Lenguaje: | English |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2010.
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| Edición: | 1st ed. 2010. |
| Colección: | Studies in Computational Intelligence,
293 |
| Materias: |
Tabla de Contenidos:
- 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.