
Natural Computing in Computational Finance
The applications explored include option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.
- Alaotsikko
- Volume 4
- Toimittaja
- Anthony Brabazon, Michael O'Neill, Dietmar Maringer
- ISBN
- 9783642233357
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 10.9.2011
- Sivumäärä
- 202