| 书目名称 | Natural Computing in Computational Finance | | 副标题 | Volume 4 | | 编辑 | Anthony Brabazon,Michael O’Neill,Dietmar Maringer | | 视频video | | | 概述 | Recent research in Natural Computing in Computational Finance.Carefully edited book.Written by leading experts in the field | | 丛书名称 | Studies in Computational Intelligence | | 图书封面 |  | | 描述 | .This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of chapters each of .which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. .The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. While describing cutting edge applications, the chapters are .written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. .which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. .The applications explored include option m | | 出版日期 | Book 2012 | | 关键词 | Computational Finance; Computational Intelligence; Natural Computing | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-642-23336-4 | | isbn_softcover | 978-3-662-51998-1 | | isbn_ebook | 978-3-642-23336-4Series ISSN 1860-949X Series E-ISSN 1860-9503 | | issn_series | 1860-949X | | copyright | Springer-Verlag GmbH Berlin Heidelberg 2012 |
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发表于 2025-3-21 18:17:35
