Titlebook: Natural Computing in Computational Finance; Anthony Brabazon (Head of Research),Michael O’Neil Book 2008 Springer-Verlag Berlin Heidelberg

靈敏

parallelism

Evolutionary Stochastic Portfolio Optimization, evolutionary computation, portfolio optimization, as well as financial risk management is used to derive a generalized framework for computing optimal financial portfolios given an uncertain future using a probabilistic risk measure approach. A set of structurally different risk measures - Standar

流浪者

巧思

舊石器

Fuzzy-Evolutionary Modeling for Single-Position Day Tradingdel of a financial instrument. The model is expressed as a set of fuzzy IF-THEN rules. The model takes as inputs the open, high, low, and close prices, as well as the values of a number of popular technical indicators on day . and produces a . trading signal for day .+1 based on a dataset of past ob

Bricklayer

Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Uswe have used a database that includes extensive information (not only economic) from the companies. In order to handle the different data types we have used Strongly Typed GP and variable reduction. Also, bloat control has been implemented to obtain comprehensible classification models. For comparis

性冷淡

厚顏無恥

苦惱

Hybrid Neural Systems in Exchange Rate Predictionis (the Mallat’s pyramid algorithm) is utilised for separating signal components of various frequencies and then separate neural perceptrons perform prediction for each separate signal component. The strategy was tested for predicting the US dollar/Polish zloty average exchange rate. The achieved ac

身體萌芽

Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Marketith the aim of determining the optimal pricing structure for card issuers. We allow card issuers to charge consumers and merchants fixed fees, provide net benefits from card usage and engage in marketing activities. The demand by consumers and merchants is only affected by the size of the fixed fees