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Studies in Computational Intelligence

Natural Computing in Computational Finance

Editors: Brabazon, Anthony, O'Neill, Michael (Eds.)

  • Reports recent research results on natural computation in computational economics and finance

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eBook $189.00
price for USA (gross)
  • ISBN 978-3-540-77477-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $249.00
price for USA
  • ISBN 978-3-540-77476-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $249.00
price for USA
  • ISBN 978-3-642-09620-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed.

The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.

Table of contents (15 chapters)

  • Natural Computing in Computational Finance: An Introduction

    Brabazon, Anthony (et al.)

    Pages 1-4

  • Constrained Index Tracking under Loss Aversion Using Differential Evolution

    Maringer, Dietmar

    Pages 7-24

  • An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes

    Senel, Kerem (et al.)

    Pages 25-51

  • Evolutionary Strategies for Building Risk-Optimal Portfolios

    Lipinski, Piotr

    Pages 53-65

  • Evolutionary Stochastic Portfolio Optimization

    Hochreiter, Ronald

    Pages 67-87

Buy this book

eBook $189.00
price for USA (gross)
  • ISBN 978-3-540-77477-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $249.00
price for USA
  • ISBN 978-3-540-77476-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $249.00
price for USA
  • ISBN 978-3-642-09620-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Natural Computing in Computational Finance
Editors
  • Anthony Brabazon
  • Michael O'Neill
Series Title
Studies in Computational Intelligence
Series Volume
100
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-77477-8
DOI
10.1007/978-3-540-77477-8
Hardcover ISBN
978-3-540-77476-1
Softcover ISBN
978-3-642-09620-4
Series ISSN
1860-949X
Edition Number
1
Number of Pages
X, 303
Topics