Studies in Computational Intelligence

Natural Computing in Computational Finance

Volume 2

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

  • Reports recent research results on Computation Intelligence in Finance

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eBook $139.00
price for USA in USD (gross)
  • ISBN 978-3-540-95974-8
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Hardcover $179.99
price for USA in USD
  • ISBN 978-3-540-95973-1
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Softcover $179.99
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  • ISBN 978-3-642-10112-0
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  • Usually dispatched within 3 to 5 business days.
About this book

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems.

This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Table of contents (11 chapters)

  • Natural Computing in Computational Finance (Volume 2): Introduction

    Brabazon, Anthony (et al.)

    Pages 1-5

  • Statistical Arbitrage with Genetic Programming

    Saks, Philip (et al.)

    Pages 9-29

  • Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps

    Alfaro-Cid, E. (et al.)

    Pages 31-49

  • Ant Colony Optimization for Option Pricing

    Kumar, Sameer (et al.)

    Pages 51-73

  • A Neuro-Evolutionary Approach for Interest Rate Modelling

    Bradley, Robert (et al.)

    Pages 75-93

Buy this book

eBook $139.00
price for USA in USD (gross)
  • ISBN 978-3-540-95974-8
  • 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 in USD
  • ISBN 978-3-540-95973-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.99
price for USA in USD
  • ISBN 978-3-642-10112-0
  • 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
Book Subtitle
Volume 2
Editors
  • Anthony Brabazon
  • Michael O'Neill
Series Title
Studies in Computational Intelligence
Series Volume
185
Copyright
2009
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-95974-8
DOI
10.1007/978-3-540-95974-8
Hardcover ISBN
978-3-540-95973-1
Softcover ISBN
978-3-642-10112-0
Series ISSN
1860-949X
Edition Number
1
Number of Pages
X, 250
Topics