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Book
Real options, ambiguity, risk and insurance.
Authors: --- --- ---
ISBN: 9781614992387 161499238X 1614992371 9781614992370 Year: 2013 Publisher: Amsterdam

Monte Carlo methods in financial engineering
Author:
ISBN: 0387004513 9780387004518 Year: 2004 Volume: 53 Publisher: New York : Springer,


Book
Natural computing in computational finance.
Authors: ---
ISBN: 9783540774761 3540774769 3540774777 Year: 2008 Publisher: Berlin, Germany : Springer,

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Abstract

Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.

Keywords

Natural computation. --- Financial engineering. --- Finance --- Computer algorithms. --- Adaptive computing systems. --- Machine learning. --- Ingénierie financière --- Finances --- Algorithmes --- Systèmes adaptatifs (Informatique) --- Apprentissage automatique --- Mathematical models. --- Modèles mathématiques --- Applied Mathematics --- Civil Engineering --- Civil & Environmental Engineering --- Engineering & Applied Sciences --- AA / International- internationaal --- 305.91 --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Engineering. --- Artificial intelligence. --- Applied mathematics. --- Engineering mathematics. --- Economics. --- Management science. --- Appl.Mathematics/Computational Methods of Engineering. --- Artificial Intelligence (incl. Robotics). --- Economics, general. --- Quantitative business analysis --- Management --- Problem solving --- Operations research --- Statistical decision --- Economic theory --- Political economy --- Social sciences --- Economic man --- Engineering --- Engineering analysis --- Mathematical analysis --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Construction --- Industrial arts --- Technology --- Mathematics --- Mathematical and Computational Engineering. --- Artificial Intelligence. --- Computational finance --- Engineering, Financial --- Algorithms --- Adaptive computing --- Configurable computing systems --- Reconfigurable computing systems --- Computer systems --- Learning, Machine --- Artificial intelligence --- Biologically-inspired computing --- Bio-inspired computing --- Natural computing --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles

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