MARC Record from harvard_bibliographic_metadata

LEADER: 03519nam a22005415a 4500
001 014277777-3
005 20150113020620.0
008 100301s2006 gw | s ||0| 0|eng d
020 $a9783540313076
020 $a9783540313076
020 $a9783540262527
024 7 $a10.1007/3-540-31307-9$2doi
035 $a(Springer)9783540313076
040 $aSpringer
050 4 $aQA75.5-76.95
072 7 $aUY$2bicssc
072 7 $aUYA$2bicssc
072 7 $aCOM014000$2bisacsh
072 7 $aCOM031000$2bisacsh
082 04 $a004.0151$223
100 1 $aBrabazon, Anthony.$eauthor.
245 10 $aBiologically Inspired Algorithms for Financial Modelling /$cby Anthony Brabazon, Michael O’Neill.
264 1 $aBerlin, Heidelberg :$bSpringer Berlin Heidelberg,$c2006.
300 $aXV, 277 p.$bonline resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $atext file$bPDF$2rda
490 1 $aNatural Computing Series,$x1619-7127
505 0 $aMethodologies -- Neural Network Methodologies -- Evolutionary Methodologies -- Grammatical Evolution -- The Particle Swarm Model -- Ant Colony Models -- Artificial Immune Systems -- Model Development -- Model Development Process -- Technical Analysis -- Case Studies -- Overview of Case Studies -- Index Prediction Using MLPs -- Index Prediction Using a MLP-GA Hybrid -- Index Trading Using Grammatical Evolution -- Adaptive Trading Using Grammatical Evolution -- Intra-day Trading Using Grammatical Evolution -- Automatic Generation of Foreign Exchange Trading Rules -- Corporate Failure Prediction Using Grammatical Evolution -- Corporate Failure Prediction Using an Ant Model -- Bond Rating Using Grammatical Evolution -- Bond Rating Using AIS -- Wrap-up.
520 $aPredicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures. The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.
650 0 $aComputer science.
650 0 $aInformation theory.
650 0 $aComputer simulation.
650 0 $aFinance.
650 0 $aBanks and banking.
650 14 $aComputer Science.
650 24 $aTheory of Computation.
650 24 $aQuantitative Finance.
650 24 $aSimulation and Modeling.
650 24 $aOperations Research/Decision Theory.
650 24 $aFinance /Banking.
650 24 $aComputer Applications.
700 1 $aO’Neill, Michael.$eauthor.
776 08 $iPrinted edition:$z9783540262527
830 0 $aNatural Computing Series,$x1619-7127
988 $a20150113
906 $0VEN