Evolutionary Computation In Economics And Finance
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Evolutionary Computation In Economics And Finance
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Author : Shu-Heng Chen
language : en
Publisher: Physica
Release Date : 2013-11-11
Evolutionary Computation In Economics And Finance written by Shu-Heng Chen and has been published by Physica this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Computers categories.
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.
Evolutionary Computation In Economics And Finance
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Author : S. H. Chen
language : en
Publisher:
Release Date : 2000
Evolutionary Computation In Economics And Finance written by S. H. Chen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.
Evolutionary Computation In Economics And Finance
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Author : Shu-Heng Chen
language : en
Publisher: Physica
Release Date : 2014-03-12
Evolutionary Computation In Economics And Finance written by Shu-Heng Chen and has been published by Physica this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-12 with Computers categories.
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.
Natural Computing In Computational Finance
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Author : Anthony Brabazon
language : en
Publisher: Springer
Release Date : 2009-01-30
Natural Computing In Computational Finance written by Anthony Brabazon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-30 with Business & Economics categories.
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.
Genetic Algorithms And Genetic Programming In Computational Finance
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Author : Shu-Heng Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Genetic Algorithms And Genetic Programming In Computational Finance written by Shu-Heng Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.
Computational Intelligence In Economics And Finance
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Author : Paul P. Wang
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-07-11
Computational Intelligence In Economics And Finance written by Paul P. Wang and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-11 with Computers categories.
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.
Natural Computing In Computational Finance
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Author : Anthony Brabazon
language : en
Publisher: Springer
Release Date : 2010-07-11
Natural Computing In Computational Finance written by Anthony Brabazon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-11 with Technology & Engineering categories.
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.
Practical Applications Of Evolutionary Computation To Financial Engineering
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Author : Hitoshi Iba
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-02-15
Practical Applications Of Evolutionary Computation To Financial Engineering written by Hitoshi Iba and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-02-15 with Technology & Engineering categories.
“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.
Natural Computing In Computational Finance
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Author : Anthony Brabazon
language : en
Publisher: Springer
Release Date : 2009-08-29
Natural Computing In Computational Finance written by Anthony Brabazon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-29 with Business & Economics categories.
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
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Author : Anthony Brabazon
language : en
Publisher: Springer
Release Date : 2011-10-14
Natural Computing In Computational Finance written by Anthony Brabazon and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-14 with Technology & Engineering categories.
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.