Brabazon / O'Neill / Maringer

Natural Computing in Computational Finance

Volume 4
2011. Buch. X, 202 S.: 37 s/w-Abbildungen, 25 Farbabbildungen. Hardcover
Springer ISBN 978-3-642-23335-7
Gewicht: 524 g
In englischer Sprache
Das Werk ist Teil der Reihe:
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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Recent research in Natural Computing in Computational Finance Carefully edited book Written by leading experts in the field