Biologically Inspired Algorithms for Financial Modelling - Rilegato

Libro 4 di 32: Natural Computing

Brabazon, Anthony; O'Neill, Michael

 
9783540262527: Biologically Inspired Algorithms for Financial Modelling
Rilegato
ISBN 10: 3540262520 ISBN 13: 9783540262527
Casa editrice: Springer-Verlag New York Inc, 2005

Sinossi

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling.

In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.

The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

From the reviews:

"Anthony Brabazon and Michael O’Neill ... have just published an interesting book that introduces a wide range of biologically inspired algorithms and their applications in financial modelling. ... This book is a well-written, easy to read, brief introduction to the state-of-the-art biologically inspired algorithms." (Mak Kaboudan, Genetic Programming and Evolvable Machines, Vol. 7, 2006)

“The objective of this book is to provide an introduction to biologically inspired algorithms and some tightly scoped practical examples in finance. ... provides some new insights and alternative tools for the financial modelling toolbox. ... The goal and objective of the book is to provide practical examples using these evolutionary algorithms and it does that decently ... . Overall I found the book very enlightening ... and it has provided ideas and alternative ways to think about solutions.” (Brad G. Kyer, SIGACT News, Vol. 40 (4), 2009)

Contenuti

Methodologies.- Neural Network Methodologies.- Evolutionary Methodologies.- Grammatical Evolution.- The Particle Swarm Model.- Ant Colony Models.- Artificial Immune Systems.- Model Development.- Model Development Process.- Technical Analysis.- Case Studies.- Overview of Case Studies.- Index Prediction Using MLPs.- Index Prediction Using a MLP-GA Hybrid.- Index Trading Using Grammatical Evolution.- Adaptive Trading Using Grammatical Evolution.- Intra-day Trading Using Grammatical Evolution.- Automatic Generation of Foreign Exchange Trading Rules.- Corporate Failure Prediction Using Grammatical Evolution.- Corporate Failure Prediction Using an Ant Model.- Bond Rating Using Grammatical Evolution.- Bond Rating Using AIS.- Wrap-up.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer-Verlag New York Inc
Data di pubblicazione
2005
Lingua
Inglese
ISBN 10 
3540262520
ISBN 13 
9783540262527
Rilegatura
Copertina rigida
Numero di pagine
275
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Germania

Altre edizioni note dello stesso titolo

9783642065736: Biologically Inspired Algorithms for Financial Modelling

Edizione in evidenza

ISBN 10:  3642065732 ISBN 13:  9783642065736
Casa editrice: Springer, 2010
Brossura