Biologically Inspired Algorithms for Financial Modelling
Título:
Biologically Inspired Algorithms for Financial Modelling
ISBN:
9783540313076
Autor Pessoal:
Edição:
1st ed. 2006.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Descrição Física:
XV, 277 p. online resource.
Série:
Natural Computing Series,
Conteúdo:
Methodologies -- 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.
Resumo:
Predicting 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.
Termo do Assunto:
Autor Adicionado:
Autor Corporativo Adicionado:
Acesso Eletrônico:
Full Text Available From Springer Nature Computer Science 2006 Packages
LANGUAGE:
Inglês