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{ "item_title" : "Natural Computing in Computational Finance", "item_author" : [" Anthony Brabazon", "Michael O'Neill "], "item_description" : "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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/3/64/209/620/3642096204_b.jpg", "price_data" : { "retail_price" : "169.99", "online_price" : "169.99", "our_price" : "169.99", "club_price" : "169.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Natural Computing in Computational Finance|Anthony Brabazon

Natural Computing in Computational Finance

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Overview

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.

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Details

  • ISBN-13: 9783642096204
  • ISBN-10: 3642096204
  • Publisher: Springer
  • Publish Date: October 2010
  • Dimensions: 9.21 x 6.14 x 0.66 inches
  • Shipping Weight: 0.98 pounds
  • Page Count: 303

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