Natural computing in computational finance: 4
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
(2011)
|
| Series: | Studies in computational intelligence
380 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 202 S. Ill., graph. Darst. |
| ISBN: | 9783642233357 |
Staff View
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Record in the Search Index
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| adam_text | Contents
1
Natural
Computing in
Computational Finance
(Volume 4):
Introduction
Anthony Brabazon, Michael
O Neill,
Dietmar Maringer.................. 1
2
Calibrating
Option
Pricing
Models
with Heuristics
Manfred Gilli, Enrico Schumann.................................... 9
3
A Comparison between Nature-Inspired and Machine Learning
Approaches to Detecting Trend Reversals in Financial Time Series
Antonia
Azzini, Matteo De Felice,
Andrea G.B. Tettamanzi
................ 39
4
A Soft Computing Approach to Enhanced Indexation
Nikos S. Thomaidis
............................................... 61
5
Parallel Evolutionary Algorithms for Stock Market Trading Rule
Selection on Many-Core Graphics Processors
Piotr Lipinski
................................................... 79
6
Regime-Switching Recurrent Reinforcement Learning in Automated
Trading
Dietmar
Maringer,
Tikesh Ramtohul
................................. 93
7
An Evolutionary Algorithmic Investigation of US Corporate Payout
Policy Determination
Alexandros Agapitos, Abhinav Goyal,
Cal Muckley
...................... 123
8
Tackling Overfitting in Evolutionary-Driven Financial Model
Induction
Cliodhna Tuite, Alexandros Agapitos, Michael O Neill, Anthony Brabazon
... 141
9
An Order-Driven Agent-Based Artificial Stock Market to Analyze
Liquidity Costs of Market Orders in the Taiwan Stock Market
Yi-Ping Huang, Shu-Heng Chen, Min-Chin Hung, Tina Yu
................ 163
Contents
X
10 Market
Microstructure: A
Self-Organizing Map Approach to
Investigate Behavior Dynamics under an Evolutionary Environment
Michael Kampouridis, Shu-Heng Chen, Edward Tsang
................... 181
Author Index
......................................................199
Subject Index
......................................................201
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| isbn | 9783642233357 |
| language | English |
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| series2 | Studies in computational intelligence |
| spelling | Natural computing in computational finance 4 Anthony Brabazon ...(eds.) Berlin [u.a.] Springer (2011) X, 202 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Studies in computational intelligence 380 Studies in computational intelligence ... Brabazon, Anthony edt (DE-604)BV025591214 4 Studies in computational intelligence 380 (DE-604)BV020822171 380 Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024543326&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Natural computing in computational finance Studies in computational intelligence |
| 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 4 Anthony Brabazon ...(eds.) |
| title_fullStr | Natural computing in computational finance 4 Anthony Brabazon ...(eds.) |
| title_full_unstemmed | Natural computing in computational finance 4 Anthony Brabazon ...(eds.) |
| title_short | Natural computing in computational finance |
| title_sort | natural computing in computational finance |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024543326&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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