Natural Computing in Computational Finance, Volume 4
Overview
1 Natural Computing in Computational Finance (Volume 4): Introduction.- 2 Calibrating Option Pricing Models with Heuristics.- 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series.- 4 A soft computing approach to enhanced indexation.- 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors.- 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading.- 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination.- 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction.- 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market.- 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.
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Details
- ISBN-13: 9783662519981
- ISBN-10: 3662519984
- Publisher: Springer
- Publish Date: August 2016
- Dimensions: 9.25 x 6.1 x 0.45 inches
- Shipping Weight: 0.67 pounds
- Page Count: 202
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