Natural Computing in Computational Finance - Brabazon, Anthony; O'Neill, Michael; SpringerLink (Online service) (Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008)
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.
Keywords: Applied mathematics; Engineering mathematics; Artificial intelligence; Economics; Management science; Mathematical and Computational Engineering; Artificial Intelligence; Economics, general