Natural Computing in Computational Finance: Volume 4 (Studies in Computational Intelligence, 380)
ISBN-13:
9783642233357
ISBN-10:
364223335X
Edition:
2012
Author:
Michael ONeill, Anthony Brabazon, Dietmar Maringer
Publication date:
2011
Publisher:
Springer
Format:
Hardcover
212 pages
Category:
Economics
,
Finance
,
Information Management
,
Processes & Infrastructure
,
Software
,
Engineering
FREE US shipping
Book details
ISBN-13:
9783642233357
ISBN-10:
364223335X
Edition:
2012
Author:
Michael ONeill, Anthony Brabazon, Dietmar Maringer
Publication date:
2011
Publisher:
Springer
Format:
Hardcover
212 pages
Category:
Economics
,
Finance
,
Information Management
,
Processes & Infrastructure
,
Software
,
Engineering
Summary
Natural Computing in Computational Finance: Volume 4 (Studies in Computational Intelligence, 380) (ISBN-13: 9783642233357 and ISBN-10: 364223335X), written by authors
Michael ONeill, Anthony Brabazon, Dietmar Maringer, was published by Springer in 2011.
With an overall rating of 4.1 stars, it's a notable title among other
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Description
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 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. 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. 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.
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