Natural computing in computational finance: [1]
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2008
|
| Schriftenreihe: | Studies in computational intelligence
100 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 303 S. graph. Darst. |
| ISBN: | 9783540774761 9783540774778 |
Internformat
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
1
Natural
Computing in
Computational Finance: An Introduction
Anthony Brahazon and Michael
О
Neill, ........,........,..........,, , 1
Part
I
Optimisation
2
Constrained
Index
Tracking under Loss Aversion Using Differential
Evolution
Dietmar
Maringer
.,,.,.,,,,..,,,.....
,
......
,
..................... 7
3
An Evolutionary Approach to Asset Allocation in Defined Contribution
Pension Schemes
Kerem Senel, A, Bulent Pamukcu, Serhat Yanik
.......................... 25
4
Evolutionary Strategies for Building Risk-Optimal Portfolios
Piotr
Lipinski
........................................,........... 53
5
Evolutionary Stochastic Portfolio Optimization
Ronald Hochretter
................................................. 67
6
Non-linear Principal Component Analysis of the Implied Volatility
Smile using a Quantum-inspired Evolutionary Algorithm
Kai
Fan,
Canali
О
Sullivan, Anthony Brabazon, Michael O Neill
,.......... 89
7
Estimation of an EGARCH Volatility Option Pricing Model
using a Bacteria Foraging Optimisation Algorithm
Jing Dang, Anthony Brabazon, Michael O Neill, David
Edelman
............ 109
Part II Model Induction
__________________________________
8
Fuzzy-Evolutionary Modeling for Single-Position Day Trading
Célia
da Costa
Pereira,
Andrea G. B. Tettamanzi
.........·..............131
X
Contents
9
Strong Typing, Variable Reduction and Bloat Control for Solving
the Bankruptcy Prediction Problem Using Genetic Programming
Eva Alfaro-dd, Alberto Cuesta-Canada, Ken Sharman,
Anna I. Esparcia-Alcazar
..,,,.....,,..,,,......,.......,.....,,,.., 161
10
Using Kaiman-flltered Radial Basis Function Networks for Index
Arbitrage in the Financial Markets
David
Edelman
........,......,.............,.......,___,,.....,. 187
11
On Predictability and Profitability: Would GP Induced Trading
Rules be Sensitive to the Observed Entropy of Time Series?
Nicolas
Navet,
Shu-Heng Chen
,....,....,,,,.....,......,.....,.....197
12
Hybrid Neural Systems in Exchange Rate Prediction
Andrzej
Bielecki,
Pawel
Hajte,
Robert Schaefer.
.,,,.....,.....,.....,,.. 211
Part III Agent-based Modelling
13
Evolutionary Learning of the Optimal Pricing Strategy in an Artificial
Payment Card Market
Biltana Alexandmva-Kahadjova, Edward Tsang, Andreas
Krause
........... 233
14
Can Trend Followers Survive in the Long-Run? Insights
from Agent-Based Modeling
Xue-Zhong He, Philip Hamill, Youwei Li
..,,..............___......... 253
15
Co-Evolutionary Multi-Agent System for Portfolio Optimization
Rafał Dreżewski, Leszek Siwik
....................................... 271
Index
............................................................. 301
|
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| discipline | Mathematik |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T22:18:16Z |
| institution | BVB |
| isbn | 9783540774761 9783540774778 |
| language | English |
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| publishDate | 2008 |
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| series | Studies in computational intelligence |
| series2 | Studies in computational intelligence |
| spelling | Natural computing in computational finance [1] Anthony Brabazon ...(eds.) Berlin [u.a.] Springer 2008 X, 303 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Studies in computational intelligence 100 Studies in computational intelligence ... Computerunterstütztes Verfahren (DE-588)4139030-1 gnd rswk-swf Mehragentensystem (DE-588)4389058-1 gnd rswk-swf Entscheidungsfindung (DE-588)4113446-1 gnd rswk-swf Evolutionärer Algorithmus (DE-588)4366912-8 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditmarkt (DE-588)4073788-3 s Entscheidungsfindung (DE-588)4113446-1 s Evolutionärer Algorithmus (DE-588)4366912-8 s Computerunterstütztes Verfahren (DE-588)4139030-1 s DE-604 Mehragentensystem (DE-588)4389058-1 s Brabazon, Anthony edt (DE-604)BV025591214 1 Studies in computational intelligence 100 (DE-604)BV020822171 100 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019341279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Natural computing in computational finance Studies in computational intelligence Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Mehragentensystem (DE-588)4389058-1 gnd Entscheidungsfindung (DE-588)4113446-1 gnd Evolutionärer Algorithmus (DE-588)4366912-8 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4139030-1 (DE-588)4389058-1 (DE-588)4113446-1 (DE-588)4366912-8 (DE-588)4073788-3 (DE-588)4143413-4 |
| title | Natural computing in computational finance |
| title_auth | Natural computing in computational finance |
| title_exact_search | Natural computing in computational finance |
| title_full | Natural computing in computational finance [1] Anthony Brabazon ...(eds.) |
| title_fullStr | Natural computing in computational finance [1] Anthony Brabazon ...(eds.) |
| title_full_unstemmed | Natural computing in computational finance [1] Anthony Brabazon ...(eds.) |
| title_short | Natural computing in computational finance |
| title_sort | natural computing in computational finance |
| topic | Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Mehragentensystem (DE-588)4389058-1 gnd Entscheidungsfindung (DE-588)4113446-1 gnd Evolutionärer Algorithmus (DE-588)4366912-8 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Computerunterstütztes Verfahren Mehragentensystem Entscheidungsfindung Evolutionärer Algorithmus Kreditmarkt Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=019341279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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