Abstract
Computational Finance covers a wide and still growing array of topics and methods within quantitative economics. The core focus has long been on efficient methods, models and algorithms for numerically demanding problems. The advent of new computational methods, together with the advances in available hardware, has pushed the boundaries of this field outwards. Not only can the complexity of investigated problems be increased, one can even approach problems that defy traditional analytical examination all together. One major contributor of such methods is natural computing.
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Brabazon, A., O’Neill, M., Maringer, D. (2010). Natural Computing in Computational Finance (Volume 3): Introduction. In: Brabazon, A., O’Neill, M., Maringer, D.G. (eds) Natural Computing in Computational Finance. Studies in Computational Intelligence, vol 293. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-13950-5_1
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DOI: https://doi.org/10.1007/978-3-642-13950-5_1
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-13949-9
Online ISBN: 978-3-642-13950-5
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