Titlebook: Natural Computing in Computational Finance; Volume 4 Anthony Brabazon,Michael O’Neill,Dietmar Maringer Book 2012 Springer-Verlag GmbH Berli

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Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evoamining whether the markets’ behavior is non-stationary, because this implies that strategies from the past cannot be applied to future time periods, unless they have co-evolved with the markets. In order to test this, we employ Genetic Programming, which acts as an inference engine for trading rule

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Studies in Computational Intelligencehttp://image.papertrans.cn/n/image/661698.jpg

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木讷

美丽的写

Calibrating Option Pricing Models with Heuristics,annot be applied.We investigate two models: Heston’s stochastic volatility model, and Bates’s model which also includes jumps. We discuss how to price options under these models, and how to calibrate the parameters of the models with heuristic techniques.

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Anthony Brabazon,Michael O’Neill,Dietmar MaringerRecent research in Natural Computing in Computational Finance.Carefully edited book.Written by leading experts in the field

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Natural Computing in Computational Finance (Volume 4): Introduction,hich exist in high-dimensional, dynamic, environments characteristics which fit well with the nature of financial markets. Prima facie, this makes natural computing methods interesting for financial applications.

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