TY - BOOK ID - 5453675 TI - Natural computing in computational finance. AU - Brabazon, Anthony AU - O'Neill, Michael PY - 2008 SN - 9783540774761 3540774769 3540774777 PB - Berlin, Germany : Springer, DB - UniCat KW - Natural computation. KW - Financial engineering. KW - Finance KW - Computer algorithms. KW - Adaptive computing systems. KW - Machine learning. KW - Ingénierie financière KW - Finances KW - Algorithmes KW - Systèmes adaptatifs (Informatique) KW - Apprentissage automatique KW - Mathematical models. KW - Modèles mathématiques KW - Applied Mathematics KW - Civil Engineering KW - Civil & Environmental Engineering KW - Engineering & Applied Sciences KW - AA / International- internationaal KW - 305.91 KW - Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. KW - Engineering. KW - Artificial intelligence. KW - Applied mathematics. KW - Engineering mathematics. KW - Economics. KW - Management science. KW - Appl.Mathematics/Computational Methods of Engineering. KW - Artificial Intelligence (incl. Robotics). KW - Economics, general. KW - Quantitative business analysis KW - Management KW - Problem solving KW - Operations research KW - Statistical decision KW - Economic theory KW - Political economy KW - Social sciences KW - Economic man KW - Engineering KW - Engineering analysis KW - Mathematical analysis KW - AI (Artificial intelligence) KW - Artificial thinking KW - Electronic brains KW - Intellectronics KW - Intelligence, Artificial KW - Intelligent machines KW - Machine intelligence KW - Thinking, Artificial KW - Bionics KW - Cognitive science KW - Digital computer simulation KW - Electronic data processing KW - Logic machines KW - Machine theory KW - Self-organizing systems KW - Simulation methods KW - Fifth generation computers KW - Neural computers KW - Construction KW - Industrial arts KW - Technology KW - Mathematics KW - Mathematical and Computational Engineering. KW - Artificial Intelligence. KW - Computational finance KW - Engineering, Financial KW - Algorithms KW - Adaptive computing KW - Configurable computing systems KW - Reconfigurable computing systems KW - Computer systems KW - Learning, Machine KW - Artificial intelligence KW - Biologically-inspired computing KW - Bio-inspired computing KW - Natural computing KW - Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles UR - https://www.unicat.be/uniCat?func=search&query=sysid:5453675 AB - 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. ER -