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 InfoNew York : Springer
Descriptionx, 202 p. ill
Supplemental ContentFull text available from SpringerLINK Studies in Computational Intelligence Contemporary (1997-present)
Subjects

SeriesStudies 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 restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2008922057
ISBN9783642233357
ISBN364223335X (Trade Cloth) Active Record
Standard identifier# 9783642233357
Stock number364223335X 00024965