Natural Computing in Computational Finance / Studies in Computational Intelligence Bd.380 (PDF)
which was selected following a rigorous, peer-reviewed,...
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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.
- 2011, 2012, 202 Seiten, Englisch
- Herausgegeben: Anthony Brabazon, Michael O'Neill, Dietmar Maringer
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3642233368
- ISBN-13: 9783642233364
- Erscheinungsdatum: 14.10.2011
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Grösse: 3.65 MB
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