Biologically Inspired Algorithms for Financial Modelling - Natural Computing Series - Anthony Brabazon - 書籍 - Springer-Verlag Berlin and Heidelberg Gm - 9783642065736 - 2010年2月12日
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Biologically Inspired Algorithms for Financial Modelling - Natural Computing Series Softcover reprint of hardcover 1st ed. 2006 edition

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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.


292 pages, 39 black & white tables, biography

メディア 書籍     Paperback Book   (ソフトカバーで背表紙を接着した本)
リリース済み 2010年2月12日
ISBN13 9783642065736
出版社 Springer-Verlag Berlin and Heidelberg Gm
ページ数 277
寸法 155 × 235 × 15 mm   ·   417 g
言語 英語  

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