Natural Computing in Computational Finance Volume 4
| Other author | Brabazon,Anthony Editor |
| Other author | O'Neill,Michael Editor |
| Other author | Maringer,Dietmar Editor |
| Format | Electronic |
| Publication Info | New York : Springer |
| Description | x, 202 p. ill |
| Supplemental Content | Full text available from SpringerLINK Studies in Computational Intelligence Contemporary (1997-present) |
| Subjects |
| Series | Studies in Computational Intelligence Ser. |
| Summary | Annotation This book follows on from Natural Computing in Computational Finance Volumes I, II and III.As in the previous volumes of this series, thebook consists of a series of chapters each ofwhich 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto academics, students and practitioners in the fields of computational finance and economics.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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto academics, students and practitioners in the fields of 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto academics, students and practitioners in the fields of computational finance and economics.written so that they are accessible to a wide audience. Hence, they should be of interestto academics, students and practitioners in the fields of computational finance and economics. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2008922057 |
| ISBN | 9783642233357 |
| ISBN | 364223335X (Trade Cloth) Active Record |
| Standard identifier# | 9783642233357 |
| Stock number | 364223335X 00024965 |