Natural Computing in Computational Finance
Created by W.Langdon from
gp-bibliography.bib Revision:1.7954
- @Book{Brabazon:2008:edbook,
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editor = "Anthony Brabazon and Michael O'Neill",
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title = "Natural Computing in Computational Finance",
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publisher = "Springer",
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year = "2008",
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volume = "100",
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series = "Studies in Computational Intelligence",
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month = apr,
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keywords = "genetic algorithms, genetic programming, computational
finance, evolution strategies, differential evolution,
bacterial foraging, quantum-inspired evolutionary
algorithms",
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isbn13 = "9783540774761",
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URL = "http://www.springer.com/engineering/book/978-3-540-77476-1",
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abstract = "Natural Computing in Computational Finance is a
innovative volume containing fifteen chapters which
illustrate cutting-edge applications of natural
computing or agent-based modelling in modern
computational finance. Following an introductory
chapter the book is organised into three sections. The
first section deals with optimisation 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.",
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size = "approx 300 pages",
- }
Genetic Programming entries for
Anthony Brabazon
Michael O'Neill
Citations