Natural Computing in Computational Finance

Volume 2

  • Anthony Brabazon
  • Michael O’Neill

Part of the Studies in Computational Intelligence book series (SCI, volume 185)

Table of contents

  1. Front Matter
  2. Natural Computing in Computational Finance (Volume 2): Introduction

    1. Anthony Brabazon, Michael O’Neill
      Pages 1-5
  3. Part I Financial Modelling

    1. Front Matter
      Pages 7-7
    2. Philip Saks, Dietmar Maringer
      Pages 9-29
    3. E. Alfaro-Cid, A. M. Mora, J. J. Merelo, A. I. Esparcia-Alcázar, K. Sharman
      Pages 31-49
    4. Sameer Kumar, Ruppa K. Thulasiram, Parimala Thulasiraman
      Pages 51-73
    5. Robert Bradley, Anthony Brabazon, Michael O’Neill
      Pages 75-93
    6. Christopher R. Stephens, José Luis Gordillo, Enrique Martinéz Miranda
      Pages 95-114
  4. Part II Agent-Based Modelling

    1. Front Matter
      Pages 115-115
    2. Tsung-Han Hsieh, Youwei Li, Donal G. McKillop
      Pages 117-135
    3. Serafin Martinez-Jaramillo, Edward P. K. Tsang
      Pages 137-179
    4. Rafał Dreżewski, Jan Sepielak, Leszek Siwik
      Pages 181-205
    5. Shu-Heng Chen, Bin-Tzong Chie, Hui-Fen Fan, Tina Yu
      Pages 207-223
    6. Shuyuan Wu, Anthony Brabazon
      Pages 225-243
  5. Back Matter

About this book

Introduction

Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems.

This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Keywords

Computational Finance Computational Intelligence Evolution Natural Computing Simulation agent-based model algorithms data mining evolutionary algorithm evolutionary computation genetic programming learning modeling optimization

Editors and affiliations

  • Anthony Brabazon
    • 1
  • Michael O’Neill
    • 1
  1. 1.University College Dublin, BelfieldDublinIreland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-95974-8
  • Copyright Information Springer Berlin Heidelberg 2009
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering
  • Print ISBN 978-3-540-95973-1
  • Online ISBN 978-3-540-95974-8
  • Series Print ISSN 1860-949X
  • Series Online ISSN 1860-9503
  • About this book
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