Titlebook: Natural Computing in Computational Finance; Volume 3 Anthony Brabazon,Michael O’Neill,Dietmar G. Maring Book 2010 Springer-Verlag Berlin He

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1860-949X this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.978-3-642-26369-9978-3-642-13950-5Series ISSN 1860-949X Series E-ISSN 1860-9503

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Robust Regression with Optimisation Heuristicsd numerical properties, obtained estimates are often unstable in the presence of extreme observations which are rather common in financial time series. One approach to deal with such extreme observations is the application of robust or resistant estimators, like Least Quantile of Squares estimators.

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Evolutionary Computation and Trade Executionto the issue of efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. This chapter introduces the concept of trade execution and outlines the limited prior work applying evolutionary computing

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Agent-Based Co-operative Co-evolutionary Algorithms for Multi-objective Portfolio Optimizationion. In the case of social and economic simulations such techniques provide us tools for modeling interactions between social and economic agents-especially when agent-based models of co-evolution are used. In this chapter agent-based versions of multi-objective co-operative co-evolutionary algorith