Natural Computing in Computational Finance Volume 2 /
| Corporate Author: | |
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
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| Edition: | 1st ed. 2009. |
| Series: | Studies in Computational Intelligence,
185 |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-540-95974-8 |
Table of Contents:
- Natural Computing in Computational Finance (Volume 2): Introduction
- Natural Computing in Computational Finance (Volume 2): Introduction
- I Financial Modelling
- Statistical Arbitrage with Genetic Programming
- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps
- Ant Colony Optimization for Option Pricing
- A Neuro-Evolutionary Approach for Interest Rate Modelling
- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining
- II Agent-Based Modelling
- Financial Bubbles: A Learning Effect Modelling Approach
- Evolutionary Computation and Artificial Financial Markets
- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation
- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation
- The Emergence of a Market: What Efforts Can Entrepreneurs Make?.