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."
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