natural computing computational finance (27 Ergebnisse)

Zustand: Good. Volume 185. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9783540959731.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Zustand: New. pp. 260 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Zustand: New. pp. 316 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Taschenbuch. Zustand: Neu. Natural Computing in Computational Finance | Volume 2 | Michael O'Neill (u. a.) | Taschenbuch | x | Englisch | 2010 | Springer-Verlag GmbH | EAN 9783642101120 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Zustand: New.

Zustand: New.

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher.

Taschenbuch. Zustand: Neu. Natural Computing in Computational Finance | Volume 3 | Anthony Brabazon (u. a.) | Taschenbuch | 241 S. | Englisch | 2012 | Springer-Verlag GmbH | EAN 9783642263699 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Natural Computing in Computational Finance | Volume 4 | Anthony Brabazon (u. a.) | Taschenbuch | x | Englisch | 2016 | Springer Berlin | EAN 9783662519981 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Taschenbuch. Zustand: Neu. Neuware -This book follows on from Natural Computing in Computational Finance Volumes I, II and III.As in the previous volumes of this series, thebook consists of a series of chapters each ofwhich 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 interestto academics, students and practitioners in the fields of computational finance and economics.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 212 pp. Englisch.

Buch. Zustand: Neu. Neuware -This book follows on from Natural Computing in Computational Finance Volumes I, II and III.As in the previous volumes of this series, thebook consists of a series of chapters each ofwhich 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 arewritten so that they are accessible to a wide audience. Hence, they should be of interestto 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 interestto academics, students and practitioners in the fields of computational finance and economics.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 212 pp. Englisch.

Taschenbuch. Zustand: Neu. Neuware -RecentyearshaveseentheapplicationofvariousNaturalComputing algorithms for the purposes of nancial modelling. In this context Natural Computing - gorithms can be broadly de ned as computer algorithms whose design draws inspirationfromphenomena in the naturalworld. Particularfeatures of nancial markets, including their dynamic and interconnected characteristics, bear p- allels with processes in the natural world and prima facie, this makes Natural Computingmethods¿interesting¿for nancialmodellingapplications. Inaddition to the problem-solving potential of natural processes which Natural computing seeks to embody in its algorithms, we can also consider Natural Computing in terms of its potential to understand the natural processes which themselves serve as inspiration. For example, nancial and biological systems exhibit the phenomenon of emergence, or the activities of multiple individual agents c- bining to co-evolve their own environment, and a stream of work has emerged which applies learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in nance and economics. This book consists of eleven chapters each of which was selected following a rigorous,peer-reviewed,selectionprocess. Thechaptersillustratetheapplication of a range of cutting-edge natural computing and agent-based methodologies in computational nance and economics. While describing cutting edge appli- tions, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics,students and practitionersin the elds of computational nance and economics.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 228 pp. Englisch.

Buch. Zustand: Neu. Neuware -RecentyearshaveseentheapplicationofvariousNaturalComputing algorithms for the purposes of nancial modelling. In this context Natural Computing - gorithms can be broadly de ned as computer algorithms whose design draws inspirationfromphenomena in the naturalworld. Particularfeatures of nancial markets, including their dynamic and interconnected characteristics, bear p- allels with processes in the natural world and prima facie, this makes Natural Computingmethods¿interesting¿for nancialmodellingapplications. Inaddition to the problem-solving potential of natural processes which Natural computing seeks to embody in its algorithms, we can also consider Natural Computing in terms of its potential to understand the natural processes which themselves serve as inspiration. For example, nancial and biological systems exhibit the phenomenon of emergence, or the activities of multiple individual agents c- bining to co-evolve their own environment, and a stream of work has emerged which applies learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in nance and economics. This book consists of eleven chapters each of which was selected following a rigorous,peer-reviewed,selectionprocess. Thechaptersillustratetheapplication of a range of cutting-edge natural computing and agent-based methodologies in computational nance and economics. While describing cutting edge appli- tions, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics,students and practitionersin the elds of computational nance and economics.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 228 pp. Englisch.

Buch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 316 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book consists of eleven 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-basedmethodologies in computational finance and economics. 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 computationalfinance and economics. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book consists of eleven 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-basedmethodologies in computational finance and economics. 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 computationalfinance and economics. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Paperback. Zustand: Brand New. 2010 edition. 241 pages. 9.20x6.10x0.55 inches. In Stock.

Hardcover. Zustand: Brand New. 212 pages. 9.20x6.10x0.70 inches. In Stock.

Hardcover. Zustand: Brand New. 241 pages. 9.25x6.25x0.75 inches. In Stock.