Natural Computing in Computational Finance Volume 4 /
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 appli...
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| Autor Corporativo: | |
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| Outros Autores: | , , |
| Formato: | Recurso Eletrônico livro eletrônico |
| Idioma: | English |
| Publicado em: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
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| Edição: | 1st ed. 2012. |
| coleção: | Studies in Computational Intelligence,
380 |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1007/978-3-642-23336-4 |
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Sumário:
- 1 Natural Computing in Computational Finance (Volume 4): Introduction
- 2 Calibrating Option Pricing Models with Heuristics
- 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series
- 4 A soft computing approach to enhanced indexation
- 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors
- 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading
- 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination
- 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction
- 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market
- 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.