Natural Computing in Computational Finance (original) (raw)
Overview
Editors:
- Anthony Brabazon
- School of Business Quinn School, University College Dublin, Dublin 4, Ireland
- Michael O’Neill
- Natural Computing Research and Applications School of Computer Science and Informatics, University College Dublin, Dublin 4, Ireland
Reports recent research results on natural computation in computational economics and finance
Includes supplementary material: sn.pub/extras
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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.
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Table of contents (15 chapters)
Optimisation
Model Induction
Agent-based Modelling
Editors and Affiliations
School of Business Quinn School, University College Dublin, Dublin 4, Ireland
Anthony Brabazon
Natural Computing Research and Applications School of Computer Science and Informatics, University College Dublin, Dublin 4, Ireland
Michael O’Neill
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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