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Natural Computing in Computational Finance - Volume 4 (Hardcover) Loot Price: R4,363
Discovery Miles 43 630
Natural Computing in Computational Finance - Volume 4 (Hardcover): Anthony Brabazon, Michael O'Neill, Dietmar Maringer

Natural Computing in Computational Finance - Volume 4 (Hardcover)

Anthony Brabazon, Michael O'Neill, Dietmar Maringer

Series: Studies in Computational Intelligence, 380

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Loot Price R4,363 Discovery Miles 43 630 | Repayment Terms: R409 pm x 12*

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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, thebook 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 interestto 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 interestto 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 interestto 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 interestto 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: September 2011
First published: 2012
Editors: Anthony Brabazon • Michael O'Neill • Dietmar Maringer
Dimensions: 234 x 155 x 15mm (L x W x T)
Format: Hardcover
Pages: 202
ISBN-13: 978-3-642-23335-7
Categories: Books > Business & Economics > Business & management > Management of specific areas > Budgeting & financial management
Books > Computing & IT > Applications of computing > Artificial intelligence > General
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LSN: 3-642-23335-X
Barcode: 9783642233357

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