Overview
- Reports recent research results on natural computation in computational economics and finance
- Includes supplementary material: sn.pub/extras
Part of the book series: Studies in Computational Intelligence (SCI, volume 100)
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Table of contents (15 chapters)
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Front Matter
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Optimisation
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Model Induction
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Back Matter
Keywords
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.
Editors and Affiliations
Bibliographic Information
Book Title: Natural Computing in Computational Finance
Editors: Anthony Brabazon, Michael O’Neill
Series Title: Studies in Computational Intelligence
DOI: https://doi.org/10.1007/978-3-540-77477-8
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Hardcover ISBN: 978-3-540-77476-1Published: 09 May 2008
Softcover ISBN: 978-3-642-09620-4Published: 28 October 2010
eBook ISBN: 978-3-540-77477-8Published: 26 May 2008
Series ISSN: 1860-949X
Series E-ISSN: 1860-9503
Edition Number: 1
Number of Pages: X, 303
Topics: Mathematical and Computational Engineering, Artificial Intelligence, Economics, general