Evolutionary Computation In Economics And Finance

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Evolutionary Computation in Economics and Finance

Author : Shu-Heng Chen
Publisher : Physica
ISBN 13 : 3790817848
Total Pages : 459 pages
Book Rating : 4.7/5 (98 download)

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Book Synopsis Evolutionary Computation in Economics and Finance by : Shu-Heng Chen

Download or read book Evolutionary Computation in Economics and Finance written by Shu-Heng Chen and published by Physica. This book was released on 2013-11-11 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.

Evolutionary Computation in Economics and Finance

Author : S. H. Chen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (247 download)

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Book Synopsis Evolutionary Computation in Economics and Finance by : S. H. Chen

Download or read book Evolutionary Computation in Economics and Finance written by S. H. Chen and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Evolutionary Computation in Economics and Finance

Author : Shu-Heng Chen
Publisher : Physica
ISBN 13 : 9783662003152
Total Pages : 460 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Evolutionary Computation in Economics and Finance by : Shu-Heng Chen

Download or read book Evolutionary Computation in Economics and Finance written by Shu-Heng Chen and published by Physica. This book was released on 2014-03-12 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.

Natural Computing in Computational Finance

Author : Anthony Brabazon
Publisher : Springer
ISBN 13 : 3540959742
Total Pages : 246 pages
Book Rating : 4.5/5 (49 download)

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Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer. This book was released on 2009-01-30 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Genetic Algorithms and Genetic Programming in Computational Finance

Author : Shu-Heng Chen
Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen

Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Computational Intelligence in Economics and Finance

Author : Paul P. Wang
Publisher : Springer Science & Business Media
ISBN 13 : 354072821X
Total Pages : 232 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Computational Intelligence in Economics and Finance by : Paul P. Wang

Download or read book Computational Intelligence in Economics and Finance written by Paul P. Wang and published by Springer Science & Business Media. This book was released on 2007-07-11 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.

Practical Applications of Evolutionary Computation to Financial Engineering

Author : Hitoshi Iba
Publisher : Springer Science & Business Media
ISBN 13 : 3642276482
Total Pages : 253 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Practical Applications of Evolutionary Computation to Financial Engineering by : Hitoshi Iba

Download or read book Practical Applications of Evolutionary Computation to Financial Engineering written by Hitoshi Iba and published by Springer Science & Business Media. This book was released on 2012-02-15 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.

Natural Computing in Computational Finance

Author : Anthony Brabazon
Publisher : Springer
ISBN 13 : 3642139507
Total Pages : 220 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer. This book was released on 2010-07-11 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.

Computational Intelligence in Economics and Finance

Author : Paul P. Wang
Publisher : Springer Science & Business Media
ISBN 13 : 3662063735
Total Pages : 489 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Computational Intelligence in Economics and Finance by : Paul P. Wang

Download or read book Computational Intelligence in Economics and Finance written by Paul P. Wang and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.

Natural Computing in Computational Finance

Author : Anthony Brabazon
Publisher : Springer
ISBN 13 : 9783642001239
Total Pages : 250 pages
Book Rating : 4.0/5 (12 download)

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Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer. This book was released on 2009-08-29 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Natural Computing in Computational Finance

Author : Anthony Brabazon
Publisher : Springer
ISBN 13 : 3642233368
Total Pages : 203 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Natural Computing in Computational Finance by : Anthony Brabazon

Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer. This book was released on 2011-10-14 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book follows on from Natural Computing in Computational Finance Volumes I, II and III. As in the previous volumes of this series, the book consists of a series of chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. 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. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. 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. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. 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. While describing cutting edge applications, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics. written so that they are accessible to a wide audience. Hence, they should be of interest to academics, students and practitioners in the fields of computational finance and economics.

Neural Networks in Finance

Author : Paul D. McNelis
Publisher : Academic Press
ISBN 13 : 0124859674
Total Pages : 262 pages
Book Rating : 4.1/5 (248 download)

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Book Synopsis Neural Networks in Finance by : Paul D. McNelis

Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Academic Press. This book was released on 2005-01-05 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong. * Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website

Computational Intelligence in Economics and Finance

Author : Paul P. Wang
Publisher : Springer
ISBN 13 : 9783540838968
Total Pages : 228 pages
Book Rating : 4.8/5 (389 download)

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Book Synopsis Computational Intelligence in Economics and Finance by : Paul P. Wang

Download or read book Computational Intelligence in Economics and Finance written by Paul P. Wang and published by Springer. This book was released on 2009-09-02 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.

Applications of Evolutionary Computing

Author : Anna I. Esparcia-Alcázar
Publisher : Springer
ISBN 13 : 3642371922
Total Pages : 663 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Applications of Evolutionary Computing by : Anna I. Esparcia-Alcázar

Download or read book Applications of Evolutionary Computing written by Anna I. Esparcia-Alcázar and published by Springer. This book was released on 2013-03-12 with total page 663 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the International Conference on the Applications of Evolutionary Computation, EvoApplications 2013, held in Vienna, Austria, in April 2013, colocated with the Evo* 2013 events EuroGP, EvoCOP, EvoBIO, and EvoMUSART. The 65 revised full papers presented were carefully reviewed and selected from 119 submissions. EvoApplications 2013 consisted of the following 12 tracks: EvoCOMNET (nature-inspired techniques for telecommunication networks and other parallel and distributed systems), EvoCOMPLEX (evolutionary algorithms and complex systems), EvoENERGY (evolutionary computation in energy applications), EvoFIN (evolutionary and natural computation in finance and economics), EvoGAMES (bio-inspired algorithms in games), EvoIASP (evolutionary computation in image analysis, signal processing, and pattern recognition), EvoINDUSTRY (nature-inspired techniques in industrial settings), EvoNUM (bio-inspired algorithms for continuous parameter optimization), EvoPAR (parallel implementation of evolutionary algorithms), EvoRISK (computational intelligence for risk management, security and defence applications), EvoROBOT (evolutionary computation in robotics), and EvoSTOC (evolutionary algorithms in stochastic and dynamic environments).

Evolutionary Computation with Intelligent Systems

Author : R.S. Chauhan
Publisher : CRC Press
ISBN 13 : 1000550540
Total Pages : 316 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Evolutionary Computation with Intelligent Systems by : R.S. Chauhan

Download or read book Evolutionary Computation with Intelligent Systems written by R.S. Chauhan and published by CRC Press. This book was released on 2022-03-29 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on cutting-edge innovations and core theories, principles, and algorithms applicable to a wide area. Real-life applications, case studies, and examples are included along with emerging trends, design, and optimized solutions pivoting around the needs of Society 5.0. Evolutionary Computation with Intelligent Systems: A Multidisciplinary Approach to Society 5.0 provides a holistic view of evolutionary computation techniques including principles, procedures, and future applications with real-life examples. The book comprehensively explains evolutionary computation, design, principles, development trends, and optimization and describes how it can transform the operating context of the organization. It exemplifies the potential of evolutionary computation for the next generation and the role of cloud computing in shaping Society 5.0. It also provides insight into various platforms, paradigms, techniques, and tools used in diverse fields. This book appeals to a variety of readers such as academicians, researchers, research scholars, and postgraduates.

Computational Techniques for Modelling Learning in Economics

Author : Thomas Brenner
Publisher : Springer Science & Business Media
ISBN 13 : 1461550297
Total Pages : 392 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Computational Techniques for Modelling Learning in Economics by : Thomas Brenner

Download or read book Computational Techniques for Modelling Learning in Economics written by Thomas Brenner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Techniques for Modelling Learning in Economics offers a critical overview of the computational techniques that are frequently used for modelling learning in economics. It is a collection of papers, each of which focuses on a different way of modelling learning, including the techniques of evolutionary algorithms, genetic programming, neural networks, classifier systems, local interaction models, least squares learning, Bayesian learning, boundedly rational models and cognitive learning models. Each paper describes the technique it uses, gives an example of its applications, and discusses the advantages and disadvantages of the technique. Hence, the book offers some guidance in the field of modelling learning in computation economics. In addition, the material contains state-of-the-art applications of the learning models in economic contexts such as the learning of preference, the study of bidding behaviour, the development of expectations, the analysis of economic growth, the learning in the repeated prisoner's dilemma, and the changes of cognitive models during economic transition. The work even includes innovative ways of modelling learning that are not common in the literature, for example the study of the decomposition of task or the modelling of cognitive learning.

Computational Methods in Financial Engineering

Author : Erricos Kontoghiorghes
Publisher : Springer Science & Business Media
ISBN 13 : 3540779582
Total Pages : 425 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Computational Methods in Financial Engineering by : Erricos Kontoghiorghes

Download or read book Computational Methods in Financial Engineering written by Erricos Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2008-02-26 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.