Natural Computing in Computational Finance

Created by W.Langdon from gp-bibliography.bib Revision:1.3872

@Book{Brabazon:2008:edbook,
  editor =       "Anthony Brabazon and Michael O'Neill",
  title =        "Natural Computing in Computational Finance",
  publisher =    "Springer",
  year =         "2008",
  volume =       "100",
  series =       "Studies in Computational Intelligence",
  month =        apr,
  keywords =     "genetic algorithms, genetic programming, computational
                 finance, evolution strategies, differential evolution,
                 bacterial foraging, quantum-inspired evolutionary
                 algorithms",
  isbn13 =       "9783540774761",
  URL =          "http://www.springer.com/engineering/book/978-3-540-77476-1",
  abstract =     "Natural Computing in Computational Finance is a
                 innovative volume containing fifteen chapters which
                 illustrate cutting-edge applications of natural
                 computing or agent-based modelling in modern
                 computational finance. Following an introductory
                 chapter the book is organised into three sections. The
                 first section deals with optimisation applications of
                 natural computing demonstrating the application of a
                 broad range of algorithms including, genetic
                 algorithms, differential evolution, evolution
                 strategies, quantum-inspired evolutionary algorithms
                 and bacterial foraging algorithms to multiple financial
                 applications including portfolio optimization, fund
                 allocation and asset pricing. The second section
                 explores the use of natural computing methodologies
                 such as genetic programming, neural network hybrids and
                 fuzzy-evolutionary hybrids for model induction in order
                 to construct market trading, credit scoring and market
                 prediction systems. The final section illustrates a
                 range of agent-based applications including the
                 modeling of payment card and financial markets. Each
                 chapter provides an introduction to the relevant
                 natural computing methodology as well as providing a
                 clear description of the financial application
                 addressed. The book was written to be accessible to a
                 wide audience and should be of interest to
                 practitioners, academics and students, in the fields of
                 both natural computing and finance.",
  size =         "approx 300 pages",
}

Genetic Programming entries for Anthony Brabazon Michael O'Neill

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