| book details |

Natural Computing in Computational Finance: Volume 4

Edited by Anthony Brabazon, Edited by Michael O'Neill, Edited by Dietmar Maringer

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normal price: R 4 932.95

Price: R 4 439.95

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| book description |

This book follows on from Natural Computing in Computational Finance Â Volumes I, II and III.Â Â Â As in the previous volumes of this series, theÂ Â book consists of a series of Â chapters each ofÂ which was selected following a rigorous, peer-reviewed, selection process. Â The chapters illustrate the application of a range of cutting-edge natural Â computing and agent-based methodologies in computational finance and economics.Â The applications explored include Â option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, Â corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. Â While describing cutting edge applications, the chapters areÂ written so that they are accessible to a wide audience. Hence, they should be of interestÂ Â to academics, students and practitioners in the fields of computational finance and Â economics.Â Â which was selected following a rigorous, peer-reviewed, selection process. Â The chapters illustrate the application of a range of cutting-edge natural Â computing and agent-based methodologies in computational finance and economics.Â The applications explored include Â option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,Â corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. Â While describing cutting edge applications, the chapters areÂ written so that they are accessible to a wide audience. Hence, they should be of interestÂ Â to academics, students and practitioners in the fields of computational finance and Â economics.Â Â The applications explored include Â option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, Â corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation. Â While describing cutting edge applications, the chapters areÂ written so that they are accessible to a wide audience. Hence, they should be of interestÂ Â to academics, students and practitioners in the fields of computational finance and Â economics.Â Â written so that they are accessible to a wide audience. Hence, they should be of interestÂ Â to academics, students and practitioners in the fields of computational finance and Â economics.Â Â