Reports recent research results on natural computation in computational economics and finance INDICE: From the contents Natural Computing in Computational Finance: An introduction.- Part I Optimisation.- Constrained Index Tracking under Loss Aversion Using Differential Evolution.- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.- Evolutionary Strategies for Building Risk-Optimal Portfolios.- Evolutionary Stochastic Portfolio Optimization.-Part II Model Induction.- Fuzzy-Evolutionary Modeling for Single-Position DayTrading.- Strong Typing, Variable Reduction and Bloat Control for Solving theBankruptcy Prediction Problem Using Genetic Programming.- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?- Part III Agent-based Modelling.- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.- Can Trend Followers Survive in the Long-Run?
- ISBN: 978-3-540-77476-1
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 300
- Fecha Publicación: 01/02/2008
- Nº Volúmenes: 1
- Idioma: Inglés