| 書(shū)目名稱 | Natural Computing in Computational Finance | | 副標(biāo)題 | Volume 4 | | 編輯 | Anthony Brabazon,Michael O’Neill,Dietmar Maringer | | 視頻video | http://file.papertrans.cn/662/661698/661698.mp4 | | 概述 | Recent research in Natural Computing in Computational Finance.Carefully edited book.Written by leading experts in the field | | 叢書(shū)名稱 | Studies in Computational Intelligence | | 圖書(shū)封面 |  | | 描述 | .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 m | | 出版日期 | Book 2012 | | 關(guān)鍵詞 | Computational Finance; Computational Intelligence; Natural Computing | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-23336-4 | | isbn_softcover | 978-3-662-51998-1 | | isbn_ebook | 978-3-642-23336-4Series ISSN 1860-949X Series E-ISSN 1860-9503 | | issn_series | 1860-949X | | copyright | Springer-Verlag GmbH Berlin Heidelberg 2012 |
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