Biologically Inspired Algorithms for Financial Modelling: Natural Computing Series
Autor Anthony Brabazon, Michael O'Neillen Limba Engleză Paperback – 12 feb 2010
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.
Toate formatele și edițiile | Preț | Express |
---|---|---|
Paperback (1) | 621.04 lei 6-8 săpt. | |
Springer Berlin, Heidelberg – 12 feb 2010 | 621.04 lei 6-8 săpt. | |
Hardback (1) | 626.28 lei 6-8 săpt. | |
Springer Berlin, Heidelberg – 16 dec 2005 | 626.28 lei 6-8 săpt. |
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Specificații
ISBN-13: 9783642065736
ISBN-10: 3642065732
Pagini: 296
Ilustrații: XV, 277 p.
Dimensiuni: 155 x 235 x 16 mm
Greutate: 0.42 kg
Ediția:Softcover reprint of hardcover 1st ed. 2006
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Natural Computing Series
Locul publicării:Berlin, Heidelberg, Germany
ISBN-10: 3642065732
Pagini: 296
Ilustrații: XV, 277 p.
Dimensiuni: 155 x 235 x 16 mm
Greutate: 0.42 kg
Ediția:Softcover reprint of hardcover 1st ed. 2006
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Natural Computing Series
Locul publicării:Berlin, Heidelberg, Germany
Public țintă
ResearchCuprins
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.
Recenzii
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)
"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)
Caracteristici
Applies biologically inspired algorithms (BIAs) to financial modeling Shows how financial modeling benefits from techniques developed for biological studies: neural networks, evolutionary computing, particle swarm and ant colony optimization, and immune systems The authors are unusually well qualified to explain BIA methodologies to financial trading specialists, and financial trading models to computer scientists This approach has been refined in postgraduate classes in both disciplines Includes supplementary material: sn.pub/extras