Natural Computing In Computational Finance

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Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill
Publisher : Springer Science & Business Media
Page : 246 pages
File Size : 45,8 Mb
Release : 2009-03-13
Category : Business & Economics
ISBN : 9783540959731

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill Pdf

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill
Publisher : Springer Science & Business Media
Page : 298 pages
File Size : 41,6 Mb
Release : 2008-05-09
Category : Mathematics
ISBN : 9783540774761

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill Pdf

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill,Dietmar G. Maringer
Publisher : Springer Science & Business Media
Page : 220 pages
File Size : 42,7 Mb
Release : 2010-06-09
Category : Computers
ISBN : 9783642139499

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill,Dietmar G. Maringer Pdf

The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill,Dietmar Maringer
Publisher : Springer
Page : 202 pages
File Size : 50,7 Mb
Release : 2011-10-14
Category : Technology & Engineering
ISBN : 9783642233364

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill,Dietmar Maringer Pdf

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.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill
Publisher : Springer
Page : 303 pages
File Size : 52,7 Mb
Release : 2009-08-29
Category : Mathematics
ISBN : 3540848800

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill Pdf

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill
Publisher : Springer
Page : 250 pages
File Size : 55,6 Mb
Release : 2009-08-29
Category : Business & Economics
ISBN : 3642001238

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill Pdf

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Natural Computing in Computational Finance

Author : Anthony Brabazon,Michael O'Neill,Dietmar G. Maringer
Publisher : Springer
Page : 241 pages
File Size : 40,5 Mb
Release : 2011-07-23
Category : Computers
ISBN : 3642139515

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Natural Computing in Computational Finance by Anthony Brabazon,Michael O'Neill,Dietmar G. Maringer Pdf

The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.

Natural Computing Algorithms

Author : Anthony Brabazon,Michael O'Neill,Seán McGarraghy
Publisher : Springer
Page : 554 pages
File Size : 42,7 Mb
Release : 2015-10-08
Category : Computers
ISBN : 9783662436318

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Natural Computing Algorithms by Anthony Brabazon,Michael O'Neill,Seán McGarraghy Pdf

The field of natural computing has been the focus of a substantial research effort in recent decades. One particular strand of this research concerns the development of computational algorithms using metaphorical inspiration from systems and phenomena that occur in the natural world. These naturally inspired computing algorithms have proven to be successful problem-solvers across domains as diverse as management science, bioinformatics, finance, marketing, engineering, architecture and design. This book is a comprehensive introduction to natural computing algorithms, suitable for academic and industrial researchers and for undergraduate and graduate courses on natural computing in computer science, engineering and management science.

High-Performance Computing in Finance

Author : M. A. H. Dempster,Juho Kanniainen,John Keane,Erik Vynckier
Publisher : CRC Press
Page : 637 pages
File Size : 52,8 Mb
Release : 2018-02-21
Category : Computers
ISBN : 9781482299670

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High-Performance Computing in Finance by M. A. H. Dempster,Juho Kanniainen,John Keane,Erik Vynckier Pdf

High-Performance Computing (HPC) delivers higher computational performance to solve problems in science, engineering and finance. There are various HPC resources available for different needs, ranging from cloud computing– that can be used without much expertise and expense – to more tailored hardware, such as Field-Programmable Gate Arrays (FPGAs) or D-Wave’s quantum computer systems. High-Performance Computing in Finance is the first book that provides a state-of-the-art introduction to HPC for finance, capturing both academically and practically relevant problems.

Recent Advances in Computational Finance

Author : Nikolaos Thomaidis
Publisher : Nova Science Publishers
Page : 0 pages
File Size : 49,6 Mb
Release : 2013
Category : Finance
ISBN : 1626181233

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Recent Advances in Computational Finance by Nikolaos Thomaidis Pdf

From continuous optimization to natural and evolutionary computing to time-series econometrics, this edition covers contemporary developments in computational finance. The book examines how interdisciplinary contributions from applied mathematics, statistics, and engineering can be adapted to a problem-solving approach in finance with an emphasis on vexing, but identifiable, real-world problems.

Applications of Evolutionary Computing

Author : Mario Giacobini,Anthony Brabazon,Stefano Cagnoni,Aniko Ekart,Anna I. Esparcia-Alcázar,Muddassar Farooq,Andreas Fink,Penousal Machado,Jon McCormack,Michael O'Neill,Ferrante Neri,Mike Preuss,Franz Rothlauf,Ernesto Tarantino,Shengxiang Yang
Publisher : Springer
Page : 831 pages
File Size : 40,9 Mb
Release : 2009-04-11
Category : Computers
ISBN : 9783642011290

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Applications of Evolutionary Computing by Mario Giacobini,Anthony Brabazon,Stefano Cagnoni,Aniko Ekart,Anna I. Esparcia-Alcázar,Muddassar Farooq,Andreas Fink,Penousal Machado,Jon McCormack,Michael O'Neill,Ferrante Neri,Mike Preuss,Franz Rothlauf,Ernesto Tarantino,Shengxiang Yang Pdf

The year 2009 celebrates the bicentenary of Darwin’s birth and the 150th - niversary of the publication of his seminal work, On the Origin of Species.If this makes 2009 a special year for the research community working in biology and evolution, the ?eld of evolutionary computation (EC) also shares the same excitement. EC techniques are e?cient, nature-inspired planning and optimi- tion methods based on the principles of natural evolution and genetics. Due to their e?ciency and simple underlying principles, these methods can be used in the context of problem solving, optimization, and machine learning. A large and ever-increasing number of researchers and professionals make use of EC te- niques in various application domains. ThisvolumepresentsacarefulselectionofrelevantECapplicationscombined with a thorough examination of the techniques used in EC. The papers in the volume illustrate the current state of the art in the application of EC and can help and inspire researchers and professionals to develop e?cient EC methods for design and problem solving.

Applications of Evolutionary Computation

Author : Antonio M. Mora,Giovanni Squillero
Publisher : Springer
Page : 913 pages
File Size : 50,6 Mb
Release : 2015-03-16
Category : Computers
ISBN : 9783319165493

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Applications of Evolutionary Computation by Antonio M. Mora,Giovanni Squillero Pdf

This book constitutes the refereed conference proceedings of the 18th International Conference on the Applications of Evolutionary Computation, EvoApplications 2015, held in Copenhagen, Spain, in April 2015, colocated with the Evo 2015 events EuroGP, EvoCOP, and EvoMUSART. The 72 revised full papers presented were carefully reviewed and selected from 125 submissions. EvoApplications 2015 consisted of the following 13 tracks: EvoBIO (evolutionary computation, machine learning and data mining in computational biology), EvoCOMNET (nature-inspired techniques for telecommunication networks and other parallel and distributed systems), EvoCOMPLEX (evolutionary algorithms and complex systems), EvoENERGY (evolutionary computation in energy applications), EvoFIN (evolutionary and natural computation in finance and economics), EvoGAMES (bio-inspired algorithms in games), EvoIASP (evolutionary computation in image analysis, signal processing, and pattern recognition), EvoINDUSTRY (nature-inspired techniques in industrial settings), EvoNUM (bio-inspired algorithms for continuous parameter optimization), EvoPAR (parallel implementation of evolutionary algorithms), EvoRISK (computational intelligence for risk management, security and defence applications), EvoROBOT (evolutionary computation in robotics), and EvoSTOC (evolutionary algorithms in stochastic and dynamic environments).

The Oxford Handbook of Computational Economics and Finance

Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
Publisher : Oxford University Press
Page : 785 pages
File Size : 41,6 Mb
Release : 2018
Category : Business & Economics
ISBN : 9780199844371

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The Oxford Handbook of Computational Economics and Finance by Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du Pdf

This is an insightful survey of approaches to computational analysis of economics and finance.

Recent Developments in Computational Finance

Author : Thomas Gerstner,Peter E. Kloeden
Publisher : World Scientific
Page : 481 pages
File Size : 53,9 Mb
Release : 2013
Category : Business & Economics
ISBN : 9789814436427

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Recent Developments in Computational Finance by Thomas Gerstner,Peter E. Kloeden Pdf

Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results.

Applications of Evolutionary Computation

Author : Cecilia Di Chio
Publisher : Springer
Page : 513 pages
File Size : 40,6 Mb
Release : 2011-04-27
Category : Computers
ISBN : 9783642205200

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Applications of Evolutionary Computation by Cecilia Di Chio Pdf

This book constitutes the refereed proceedings of the International Conference on the Applications of Evolutionary Computation, EvoApplications 2011, held in Torino, Italy, in April 2011 colocated with the Evo* 2011 events. Thanks to the large number of submissions received, the proceedings for EvoApplications 2011 are divided across two volumes (LNCS 6624 and 6625). The present volume contains contributions for EvoCOMNET, EvoFIN, EvoIHOT, EvoMUSART, EvoSTIM, and EvoTRANSLOC. The 51 revised full papers presented were carefully reviewed and selected from numerous submissions. This volume presents an overview about the latest research in EC. Areas where evolutionary computation techniques have been applied range from telecommunication networks to complex systems, finance and economics, games, image analysis, evolutionary music and art, parameter optimization, scheduling, and logistics. These papers may provide guidelines to help new researchers tackling their own problem using EC.