Natural Computing in Computational Finance
| Autor Corporativo: | |
|---|---|
| Otros Autores: | , |
| Formato: | eBook |
| Lenguaje: | English |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edición: | 1st ed. 2008. |
| Colección: | Studies in Computational Intelligence,
100 |
| Materias: | |
| Acceso en línea: | https://doi.org/10.1007/978-3-540-77477-8 |
Tabla de Contenidos:
- 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.