Anthony (Hrsg.) Brabazon
Natural Computing in Computational Finance
Volume 4
Buch
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 st…
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Beschreibung
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.
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Produktdetails
Weitere Autoren: O'Neill, Michael (Hrsg.) / Maringer, Dietmar (Hrsg.)
- ISBN: 978-3-642-23335-7
- EAN: 9783642233357
- Produktnummer: 11497550
- Verlag: Springer-Verlag GmbH
- Sprache: Englisch
- Erscheinungsjahr: 2011
- Seitenangabe: 206 S.
- Masse: H24.1 cm x B16.0 cm x D1.8 cm 527 g
- Abbildungen: Book
- Reihenbandnummer: 380
- Gewicht: 527
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