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 thepurposes of agentbased 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. Reports recent research results Computation Intelligence in Finance INDICE: Natural Computing in Computational Finance (Volume 2): Introduction.- Part I FinancialModelling.- Statistical Arbitrage with Genetic Programming.- Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizingMaps.- Ant Colony Optimization for Option Pricing.- A Neuro-evolutionary Approach for Interest Rate Modelling.-Who’s Smart andWho’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets Through Data Mining.- Part II Agent-basedModelling.- Financial Bubbles: A Learning Effect Modelling Approach.- Evolutionary Computation and Artificial Financial Markets.- Classical and Agent-Based Evolutionary Algorithms for Investment Strategies Generation.- Income Distribution and Lottery Expenditures in Taiwan: An Analysis Based on Agent-Based Simulation.- The Emergence of a Market:What Efforts can Entrepreneurs Make?
- ISBN: 978-3-540-95973-1
- Editorial: Springer
- Encuadernacion: Cartoné
- Páginas: 260
- Fecha Publicación: 01/03/2009
- Nº Volúmenes: 1
- Idioma: Inglés