Natural Computing in Computational Finance: Volume 2
Gespeichert in:
Weitere Verfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2009
|
Schriftenreihe: | Studies in Computational Intelligence
185 |
Schlagworte: | |
Online-Zugang: | BTU01 FHN01 FHR01 Volltext |
Beschreibung: | Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer's Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007 |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9783540959748 |
DOI: | 10.1007/978-3-540-95974-8 |
Internformat
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490 | 1 | |a Studies in Computational Intelligence |v 185 | |
500 | |a Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer's Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007 | ||
505 | 0 | |a Natural Computing in Computational Finance (Volume 2): Introduction -- Natural Computing in Computational Finance (Volume 2): Introduction -- I Financial Modelling -- Statistical Arbitrage with Genetic Programming -- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps -- Ant Colony Optimization for Option Pricing -- A Neuro-Evolutionary Approach for Interest Rate Modelling -- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining -- II Agent-Based Modelling -- Financial Bubbles: A Learning Effect Modelling Approach -- Evolutionary Computation and Artificial Financial Markets -- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation -- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation -- The Emergence of a Market: What Efforts Can Entrepreneurs Make? | |
650 | 4 | |a Engineering | |
650 | 4 | |a Artificial intelligence | |
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650 | 4 | |a Economics | |
650 | 4 | |a Appl.Mathematics/Computational Methods of Engineering | |
650 | 4 | |a Artificial Intelligence (incl. Robotics) | |
650 | 4 | |a Economics general | |
650 | 4 | |a Ingenieurwissenschaften | |
650 | 4 | |a Künstliche Intelligenz | |
650 | 4 | |a Wirtschaft | |
700 | 1 | |a O'Neill, Michael |4 edt | |
776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-3-540-95973-1 |
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Datensatz im Suchindex
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any_adam_object | |
author2 | Brabazon, Anthony O'Neill, Michael |
author2_role | edt edt |
author2_variant | a b ab m o mo |
author_facet | Brabazon, Anthony O'Neill, Michael |
building | Verbundindex |
bvnumber | BV041889674 |
classification_rvk | SK 980 |
collection | ZDB-2-ENG |
contents | Natural Computing in Computational Finance (Volume 2): Introduction -- Natural Computing in Computational Finance (Volume 2): Introduction -- I Financial Modelling -- Statistical Arbitrage with Genetic Programming -- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps -- Ant Colony Optimization for Option Pricing -- A Neuro-Evolutionary Approach for Interest Rate Modelling -- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining -- II Agent-Based Modelling -- Financial Bubbles: A Learning Effect Modelling Approach -- Evolutionary Computation and Artificial Financial Markets -- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation -- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation -- The Emergence of a Market: What Efforts Can Entrepreneurs Make? |
ctrlnum | (OCoLC)698912871 (DE-599)BVBBV041889674 |
dewey-full | 519 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519 |
dewey-search | 519 |
dewey-sort | 3519 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-540-95974-8 |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-07-10T01:07:32Z |
institution | BVB |
isbn | 9783540959748 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027333628 |
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series | Studies in Computational Intelligence |
series2 | Studies in Computational Intelligence |
spelling | Brabazon, Anthony edt Natural Computing in Computational Finance Volume 2 edited by Anthony Brabazon, Michael O'Neill Berlin, Heidelberg Springer Berlin Heidelberg 2009 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Studies in Computational Intelligence 185 Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer's Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007 Natural Computing in Computational Finance (Volume 2): Introduction -- Natural Computing in Computational Finance (Volume 2): Introduction -- I Financial Modelling -- Statistical Arbitrage with Genetic Programming -- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps -- Ant Colony Optimization for Option Pricing -- A Neuro-Evolutionary Approach for Interest Rate Modelling -- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining -- II Agent-Based Modelling -- Financial Bubbles: A Learning Effect Modelling Approach -- Evolutionary Computation and Artificial Financial Markets -- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation -- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation -- The Emergence of a Market: What Efforts Can Entrepreneurs Make? Engineering Artificial intelligence Engineering mathematics Economics Appl.Mathematics/Computational Methods of Engineering Artificial Intelligence (incl. Robotics) Economics general Ingenieurwissenschaften Künstliche Intelligenz Wirtschaft O'Neill, Michael edt Erscheint auch als Druckausgabe 978-3-540-95973-1 Studies in Computational Intelligence 185 (DE-604)BV020822171 185 https://doi.org/10.1007/978-3-540-95974-8 Verlag Volltext |
spellingShingle | Natural Computing in Computational Finance Volume 2 Studies in Computational Intelligence Natural Computing in Computational Finance (Volume 2): Introduction -- Natural Computing in Computational Finance (Volume 2): Introduction -- I Financial Modelling -- Statistical Arbitrage with Genetic Programming -- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps -- Ant Colony Optimization for Option Pricing -- A Neuro-Evolutionary Approach for Interest Rate Modelling -- Who's Smart and Who's Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining -- II Agent-Based Modelling -- Financial Bubbles: A Learning Effect Modelling Approach -- Evolutionary Computation and Artificial Financial Markets -- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation -- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation -- The Emergence of a Market: What Efforts Can Entrepreneurs Make? Engineering Artificial intelligence Engineering mathematics Economics Appl.Mathematics/Computational Methods of Engineering Artificial Intelligence (incl. Robotics) Economics general Ingenieurwissenschaften Künstliche Intelligenz Wirtschaft |
title | Natural Computing in Computational Finance Volume 2 |
title_auth | Natural Computing in Computational Finance Volume 2 |
title_exact_search | Natural Computing in Computational Finance Volume 2 |
title_full | Natural Computing in Computational Finance Volume 2 edited by Anthony Brabazon, Michael O'Neill |
title_fullStr | Natural Computing in Computational Finance Volume 2 edited by Anthony Brabazon, Michael O'Neill |
title_full_unstemmed | Natural Computing in Computational Finance Volume 2 edited by Anthony Brabazon, Michael O'Neill |
title_short | Natural Computing in Computational Finance |
title_sort | natural computing in computational finance volume 2 |
title_sub | Volume 2 |
topic | Engineering Artificial intelligence Engineering mathematics Economics Appl.Mathematics/Computational Methods of Engineering Artificial Intelligence (incl. Robotics) Economics general Ingenieurwissenschaften Künstliche Intelligenz Wirtschaft |
topic_facet | Engineering Artificial intelligence Engineering mathematics Economics Appl.Mathematics/Computational Methods of Engineering Artificial Intelligence (incl. Robotics) Economics general Ingenieurwissenschaften Künstliche Intelligenz Wirtschaft |
url | https://doi.org/10.1007/978-3-540-95974-8 |
volume_link | (DE-604)BV020822171 |
work_keys_str_mv | AT brabazonanthony naturalcomputingincomputationalfinancevolume2 AT oneillmichael naturalcomputingincomputationalfinancevolume2 |