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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Natural Computing in Computational Finance, Volume 4

Natural Computing in Computational Finance, Volume 4

Maringer, Dietmar
Brabazon, Anthony
O'Neill, Michael

Hardcover

Series: Studies in Computational Intelligence, Book 380

EconomicsInvesting & FinanceGeneral Computers

ISBN10: 364223335X
ISBN13: 9783642233357
Publisher: Springer Pg
Published: Sep 10 2011
Pages: 202
Weight: 0.92
Height: 0.60 Width: 6.10 Depth: 9.20
Language: English

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.

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