Brabazon, Anthony/O'Neill, Michael: Biologically Inspired Algorithms for Financial Modelling (kartoniertes Buch)

InhaltsangabeMethodologies.- Neural Network Methodologies.- Evolutionary Methodologies.- Grammatical Evolution.- The Particle Swarm Model.- Ant Colony Models.- Artificial Immune Systems.- Model Development.- Model Development Process.- Technical Analysis.- Case Studies.- Overview of Case Studies.- Index Prediction Using MLPs.- Index Prediction Using a MLP-GA Hybrid.- Index Trading Using Grammatical Evolution.- Adaptive Trading Using Grammatical Evolution.- Intra-day Trading Using Grammatical Evolution.- Automatic Generation of Foreign Exchange Trading Rules.- Corporate Failure Prediction Using Grammatical Evolution.- Corporate Failure Prediction Using an Ant Model.- Bond Rating Using Grammatical Evolution.- Bond Rating Using AIS.- Wrap-up.

Applies biologically inspired algorithms (BIAs) to financial modelingShows how financial modeling benefits from techniques developed for biological studies: neural networks, evolutionary computing, particle swarm and ant colony optimization, and immune systemsThe authors are unusually well qualified to explain BIA methodologies to financial trading specialists, and financial trading models to computer scientistsThis approach has been refined in postgraduate classes in both disciplinesIncludes supplementary material: sn.pub/extras