Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series) - Hardcover

Brabazon, Anthony; O'Neill, Michael

Hardcover

ISBN 10: 3540262520 ISBN 13: 9783540262527

Verlag: Springer, 2005

Inhaltsangabe

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling.

In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.

The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2005
• Sprache: Englisch
• ISBN 10: 3540262520
• ISBN 13: 9783540262527
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 292
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland