Beschreibung
InhaltsangabeFrom the contents Natural Computing in Computational Finance: An introduction.- Part I Optimisation.- Constrained Index Tracking under Loss Aversion Using Differential Evolution.- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.- Evolutionary Strategies for Building Risk-Optimal Portfolios.- Evolutionary Stochastic Portfolio Optimization.- Part II Model Induction.- Fuzzy-Evolutionary Modeling for Single-Position Day Trading.- Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming.- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?- Part III Agent-based Modelling.- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.- Can Trend Followers Survive in the Long-Run?
Produktsicherheitsverordnung
Hersteller:
Springer Verlag GmbH
juergen.hartmann@springer.com
Tiergartenstr. 17
DE 69121 Heidelberg
Inhalt
From the contents Natural Computing in Computational Finance: An introduction.- Part I Optimisation.- Constrained Index Tracking under Loss Aversion Using Differential Evolution.- An Evolutionary Approach to Asset Allocation in Defined Contribution Pension Schemes.- Evolutionary Strategies for Building Risk-Optimal Portfolios.- Evolutionary Stochastic Portfolio Optimization.- Part II Model Induction.- Fuzzy-Evolutionary Modeling for Single-Position Day Trading.- Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming.- Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets.- On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?- Part III Agent-based Modelling.- Evolutionary Learning of the Optimal Pricing Strategy in an Artificial Payment Card Market.- Can Trend Followers Survive in the Long-Run?
