预知 发表于 2025-3-25 05:44:23

Anthony Brabazon (Head of Research),Michael O’NeilReports recent research results on natural computation in computational economics and finance.Includes supplementary material:

招人嫉妒 发表于 2025-3-25 11:32:04

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最初 发表于 2025-3-25 13:09:02

Natural Computing in Computational Finance978-3-540-77477-8Series ISSN 1860-949X Series E-ISSN 1860-9503

Popcorn 发表于 2025-3-25 19:04:52

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SENT 发表于 2025-3-25 20:01:10

https://doi.org/10.1007/978-3-540-77477-8agent-based model; agent-based modeling; algorithm; algorithms; differential evolution; evolution; evoluti

aesthetician 发表于 2025-3-26 02:55:49

Evolutionary Strategies for Building Risk-Optimal Portfoliosk measures and proposes three evolutionary algorithms to solve the optimization problem. In order to validate the approach proposed, results of a number of experiments using data from the Paris Stock Exchange are presented.

忧伤 发表于 2025-3-26 07:53:23

Co-Evolutionary Multi-Agent System for Portfolio Optimizationiversity. In this chapter the concept and a formal model of an agent-based realization of a predator-prey coevolutionary algorithm is presented. The resulting system is applied to the problem of effective portfolio building and is compared to classical multi-objective evolutionary algorithms.

脱离 发表于 2025-3-26 10:59:52

Natural Computing in Computational Finance: An Introductionems and phenomena that occur in the natural world. The inspiration for natural computing methodologies typically stem from real-world phenomena which exist in high-dimensional, noisy and uncertain, dynamic environments. These are characteristics which fit well with the nature of financial markets. P

讨厌 发表于 2025-3-26 15:35:19

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世俗 发表于 2025-3-26 18:07:57

An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemesfolio asset allocation approach is far from being appropriate since the asset allocation problem faced by defined contribution pension schemes is fundamentally different. There have been many attempts to solve the problem analytically. However, most of these analytical solutions fail to incorporate
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查看完整版本: Titlebook: Natural Computing in Computational Finance; Anthony Brabazon (Head of Research),Michael O’Neil Book 2008 Springer-Verlag Berlin Heidelberg