Title | : | Interactions Between Computational Intelligence and Mathematics |
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Author | : | Anthony Brabazon, Michael ONeill & Dietmar Maringer |
Release | : | 2011-10-14 |
Kind | : | ebook |
Genre | : | Computers, Books, Computers & Internet, Business & Personal Finance |
Size | : | 2948168 |
This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. |