Natural Computing in Computational Finance

Detalles Bibliográficos
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Brabazon, Anthony. (Editor ), O'Neill, Michael. (Editor )
Formato: eBook
Lenguaje:English
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Studies in Computational Intelligence, 100
Materias:
Acceso en línea:https://doi.org/10.1007/978-3-540-77477-8
LEADER 02671nam a22003735i 4500
001 978-3-540-77477-8
005 20191021172822.0
007 cr nn 008mamaa
008 100301s2008 gw | s |||| 0|eng d
020 |a 9783540774778 
024 7 |a 10.1007/978-3-540-77477-8  |2 doi 
040 |a Sistema de Bibliotecas del Tecnológico de Costa Rica 
245 1 0 |a Natural Computing in Computational Finance  |c edited by Anthony Brabazon, Michael O'Neill. 
250 |a 1st ed. 2008. 
260 # # |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2008. 
300 |a X, 303 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Studies in Computational Intelligence,  |v 100 
505 0 |a Optimisation -- Natural Computing in Computational Finance: An Introduction -- Constrained Index Tracking under Loss Aversion Using Differential Evolution -- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes -- Evolutionary Strategies for Building Risk-Optimal Portfolios -- Evolutionary Stochastic Portfolio Optimization -- Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm -- Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm -- Model Induction -- Fuzzy-Evolutionary Modeling for Single-Position Day Trading -- Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming -- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets -- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series? -- Hybrid Neural Systems in Exchange Rate Prediction -- Agent-based Modelling -- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market -- Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling -- Co-Evolutionary Multi-Agent System for Portfolio Optimization. 
650 0 |a Applied mathematics. 
650 0 |a Engineering mathematics. 
650 0 |a Artificial intelligence. 
650 0 |a Economics. 
650 0 |a Management science. 
650 1 4 |a Mathematical and Computational Engineering. 
650 2 4 |a Artificial Intelligence. 
650 2 4 |a Economics, general. 
700 1 |a Brabazon, Anthony.  |e editor. 
700 1 |a O'Neill, Michael.  |e editor. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
856 4 0 |u https://doi.org/10.1007/978-3-540-77477-8