Natural Computing in Computational Finance - Volume 4 (Paperback, Softcover reprint of the original 1st ed. 2012)

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. 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. 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. 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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Studies in Computational Intelligence, 380
Release date:	August 2016
First published:	2012
Editors:	Anthony Brabazon • Michael O'Neill • Dietmar Maringer
Dimensions:	235 x 155 x 11mm (L x W x T)
Format:	Paperback
Pages:	202
Edition:	Softcover reprint of the original 1st ed. 2012
ISBN-13:	978-3-662-51998-1
Categories:	Books > Business & Economics > Business & management > Business mathematics & systems > General Books > Computing & IT > Applications of computing > Artificial intelligence > General
LSN:	3-662-51998-4
Barcode:	9783662519981

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