Editors:
- Recent research in Natural Computing in Computational Finance
- Carefully edited book
- Written by leading experts in the field
Part of the book series: Studies in Computational Intelligence (SCI, volume 380)
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Table of contents (10 chapters)
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Front Matter
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Back Matter
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.
Editors and Affiliations
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Quinn School of Business, University College Dublin, Dublin, Ireland
Anthony Brabazon
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UCD Complex Adaptive Systems Laboratory, University College Dublin, Dublin, Ireland
Michael O’Neill
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Büro 5.56 WirtschaftswissenschaftlichesZentrum (WWZ) Abteilung Quantitative Methoden, University of Basel, Basel, Switzerland
Dietmar Maringer
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
DOI: https://doi.org/10.1007/978-3-642-23336-4
Publisher: Springer Berlin, Heidelberg
eBook Packages: Engineering, Engineering (R0)
Copyright Information: Springer-Verlag GmbH Berlin Heidelberg 2012
Hardcover ISBN: 978-3-642-23335-7Published: 10 September 2011
Softcover ISBN: 978-3-662-51998-1Published: 23 August 2016
eBook ISBN: 978-3-642-23336-4Published: 14 October 2011
Series ISSN: 1860-949X
Series E-ISSN: 1860-9503
Edition Number: 1
Number of Pages: X, 202
Topics: Computational Intelligence, Artificial Intelligence, IT in Business