Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)

Brabazon, Anthony; O'Neill, Michael

ISBN 10: 3642065732 / ISBN 13: 9783642065736

Verlag: Springer, 2010

In. Bestandsnummer des Verkäufers ria9783642065736_new

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.

Bibliografische Details

Titel: Biologically Inspired Algorithms for ...
Verlag: Springer
Erscheinungsdatum: 2010
Einband: Softcover
Zustand: New