Research Catalog

Title

Natural computing in computational finance / Anthony Brabazon, Michael O'Neill (eds.).

Publication

Berlin : Springer, ©2008-

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Brabazon, Anthony.
• O'Neill, Michael, 1975-

Description

volumes : illustrations; 24 cm.

Series Statement

Studies in computational intelligence, 1860-949X ; v. 100, 185

Uniform Title

Studies in computational intelligence ; v. 100, 185.

Subject

• Natural computation
• Financial engineering
• Finance > Mathematical models
• Computer algorithms
• Adaptive computing systems
• Machine learning

Bibliography (note)

• Includes bibliographical references and index.

Contents

[v. 1.] Constrained index tracking under loss aversion using differential evolution / Dietmar Maringer -- An evolutionary approach to asset allocation in defined contribution pension schemes / Kerem Senel, A. Bulent Pamukcu, Serhat Yanik -- Evolutionary strategies for building risk-optimal portfolios / Piotr Lipinski -- Evolutionary stochastic portfolio optimization / Ronald Hochreiter -- Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm / Kai Fan ... [et al.] -- Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm / Jing Dang ... [et al.] -- Fuzzy-evolutionary modeling for single-position day trading / Célia da Costa Pereira, Andrea G.B. Tettamanzi -- Strong typing, variable reduction and bloat control for solving the bankruptcy prediction problem using genetic programming / Eva Alfaro-Cid ... [et al.] -- Using Kalman-filtered radial basis function networks for index arbitrage in the financial markets / David Edelman -- On predictability and profitability : would GP induced trading rules be sensitive to the observed entropy of time series? / Nicolas Navet, Shu-Heng Chen -- Hybrid neural systems in exchange rate prediction / Andrzej Bielecki, Pawel Hajto, Robert Schaefer -- Evolutionary learning of the optimal pricing strategy in an artificial payment card market / Biliana Alexandrovna-Kabadjova, Edward Tsang, Andreas Krause -- Can trend followers survive in the long-run? Insights from agent-based modeling / Xue-Zhong He, Philip Hamill, Youwei Li -- Co-evolutionary multi-agent system for portfolio optimization / Rafał Dreżewski, Leszek Siwik.

ISBN

• 9783540774761
• 3540774769

LCCN

2008922057

OCLC

• ocn277562275
• 209334664
• 277562275
• SCSB-9034695

Owning Institutions

Columbia University Libraries