Studies in Computational Intelligence

Natural Computing in Computational Finance

Volume 4

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

  • Recent research in Natural Computing in Computational Finance
  • Carefully edited book
  • Written by leading experts in the field
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About this book

This book follows on from Natural Computing in Computational Finance  Volumes I, II and III.   As in the previous volumes of this series, the  book consists of a series of  chapters each of 

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 are 

written so that they are accessible to a wide audience. Hence, they should be of interest  to 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 are 

written so that they are accessible to a wide audience. Hence, they should be of interest  to 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 are 

written so that they are accessible to a wide audience. Hence, they should be of interest  to 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 interest  to academics, students and practitioners in the fields of computational finance and  economics.  

Table of contents (10 chapters)

  • Natural Computing in Computational Finance (Volume 4): Introduction

    Brabazon, Anthony (et al.)

    Pages 1-8

  • Calibrating Option Pricing Models with Heuristics

    Gilli, Manfred (et al.)

    Pages 9-37

  • A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series

    Azzini, Antonia (et al.)

    Pages 39-59

  • A Soft Computing Approach to Enhanced Indexation

    Thomaidis, Nikos S.

    Pages 61-77

  • Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors

    Lipinski, Piotr

    Pages 79-92

Buy this book

eBook $119.00
price for USA (gross)
  • ISBN 978-3-642-23336-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.99
price for USA
  • ISBN 978-3-642-23335-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.99
price for USA
  • ISBN 978-3-662-51998-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Natural Computing in Computational Finance
Book Subtitle
Volume 4
Editors
  • Anthony Brabazon
  • Michael O'Neill
  • Dietmar Maringer
Series Title
Studies in Computational Intelligence
Series Volume
380
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag GmbH Berlin Heidelberg
eBook ISBN
978-3-642-23336-4
DOI
10.1007/978-3-642-23336-4
Hardcover ISBN
978-3-642-23335-7
Softcover ISBN
978-3-662-51998-1
Series ISSN
1860-949X
Edition Number
1
Number of Pages
X, 202
Topics