- Zusatztext
InhaltsangabeNatural Computing in Computational Finance (Volume 2): Introduction.- Part I FinancialModelling.- Statistical Arbitrage with Genetic Programming.- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizingMaps.- Ant Colony Optimization for Option Pricing.- A Neuro-evolutionary Approach for Interest Rate Modelling.- Who's Smart andWho's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets Through Data Mining.- Part II Agent-basedModelling.- 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?
- Kurztext
The first part of this book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number of agent-based simulations of financial systems.
InhaltsangabeNatural Computing in Computational Finance (Volume 2): Introduction.- Part I FinancialModelling.- Statistical Arbitrage with Genetic Programming.- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizingMaps.- Ant Colony Optimization for Option Pricing.- A Neuro-evolutionary Approach for Interest Rate Modelling.- Who's Smart andWho's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets Through Data Mining.- Part II Agent-basedModelling.- 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?