Natural Computing in Computational Finance

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160,49 

Studies in Computational Intelligence 100

ISBN: 3642096204
ISBN 13: 9783642096204
Herausgeber: Anthony Brabazon/Michael O’Neill
Verlag: Springer Verlag GmbH
Umfang: x, 303 S.
Erscheinungsdatum: 28.10.2010
Auflage: 1/2008
Produktform: Kartoniert
Einband: KT
Artikelnummer: 1541979 Kategorie:

Beschreibung

InhaltsangabeFrom the contents Natural Computing in Computational Finance: An introduction.- Part I Optimisation.- Constrained Index Tracking under Loss Aversion Using Differential Evolution.- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.- Evolutionary Strategies for Building Risk-Optimal Portfolios.- Evolutionary Stochastic Portfolio Optimization.- Part II Model Induction.- Fuzzy-Evolutionary Modeling for Single-Position Day Trading.- Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming.- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?- Part III Agent-based Modelling.- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.- Can Trend Followers Survive in the Long-Run?

Inhaltsverzeichnis

From the contents Natural Computing in Computational Finance: An introduction.- Part I Optimisation.- Constrained Index Tracking under Loss Aversion Using Differential Evolution.- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.- Evolutionary Strategies for Building Risk-Optimal Portfolios.- Evolutionary Stochastic Portfolio Optimization.- Part II Model Induction.- Fuzzy-Evolutionary Modeling for Single-Position Day Trading.- Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming.- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?- Part III Agent-based Modelling.- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.- Can Trend Followers Survive in the Long-Run?

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