Natural computing in computational finance. Volume 4 [electronic resource] / Anthony Brabazon, Michael O'Neill, and Dietmar Maringer (eds.)
This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application...
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| Online Access: |
Full Text (via Springer) |
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| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; Heidelberg :
Springer,
©2011.
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| Series: | Studies in computational intelligence ;
v. 380. |
| Subjects: |
| Summary: | This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. |
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| Physical Description: | 1 online resource (x, 202 pages) |
| Bibliography: | Includes bibliographical references and indexes. |
| ISBN: | 9783642233364 3642233368 364223335X 9783642233357 |
| ISSN: | 1860-949X ; |
| Host Item Entry: | (MP) Natural computing in computational finance (NL-LeOCL)35301334X (OCoLC)819485188 |