This book consists of eleven 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-basedmethodologies in computational finance and economics. 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 inspiration for 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.Natural computing builds on these ideas and utilizes them for both competitive and cooperativeco-evolution. This book series ... More recently, finding patterns and trade triggers for financial time series has become a fruitfularea of research.
|Title||:||Natural Computing in Computational Finance|
|Author||:||Anthony Brabazon, Michael O'Neill, Dietmar G. Maringer|
|Publisher||:||Springer Science & Business Media - 2010-06-08|