© 2010

Natural Computing in Computational Finance

  • Anthony Brabazon
  • Michael O’Neill
  • Dietmar G. Maringer

Part of the Studies in Computational Intelligence book series (SCI, volume 293)

Table of contents

  1. Front Matter
  2. Natural Computing in Computational Finance (Volume 3): Introduction

    1. Anthony Brabazon, Michael O’Neill, Dietmar Maringer
      Pages 1-6
  3. Part I: Financial and Agent-Based Models

    1. Front Matter
      Pages 7-7
    2. Manfred Gilli, Enrico Schumann
      Pages 9-30 Open Access
    3. Ronald Hochreiter, David Wozabal
      Pages 31-44
    4. Wei Cui, Anthony Brabazon, Michael O’Neill
      Pages 45-62
    5. Rafał Dreżewski, Krystian Obrocki, Leszek Siwik
      Pages 63-84
    6. Louis Charbonneau, Nawwaf Kharma
      Pages 85-105
  4. Part II: Dynamic Strategies and Algorithmic Trading

    1. Front Matter
      Pages 107-107
    2. Jin Zhang, Dietmar Maringer
      Pages 109-130
    3. Antonia Azzini, Célia da Costa Pereira, Andrea G. B. Tettamanzi
      Pages 147-167
    4. Philip Saks, Dietmar Maringer
      Pages 169-190
  5. Back Matter

About this book


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 computational finance 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.


Computational Finance Computational Intelligence Evolution Management Mapping Natural Computing decision support system evolutionary algorithm evolutionary computation genetic programming knowledge model modeling optimization programming

Editors and affiliations

  • Anthony Brabazon
    • 1
  • Michael O’Neill
    • 2
  • Dietmar G. Maringer
    • 3
  1. 1.Quinn School of BusinessUniversity College Dublin Belfield, Dublin 4Ireland
  2. 2.UCD CASL Beaver RowIreland
  3. 3.University of Basel Wirtschaftswissenschaftliches Zentrum (WWZ) Abteilung Quantitative Methoden BaselSwitzerland

Bibliographic information

  • Book Title Natural Computing in Computational Finance
  • Editors Anthony Brabazon
    Michael O'Neill
    Dietmar G. Maringer
  • Series Title Studies in Computational Intelligence
  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2010
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering Engineering (R0)
  • Hardcover ISBN 978-3-642-13949-9
  • Softcover ISBN 978-3-642-26369-9
  • eBook ISBN 978-3-642-13950-5
  • Series ISSN 1860-949X
  • Series E-ISSN 1860-9503
  • Edition Number 1
  • Number of Pages , 241
  • Number of Illustrations 0 b/w illustrations, 19 illustrations in colour
  • Topics Computational Intelligence
    Artificial Intelligence
    Economics, general
  • Buy this book on publisher's site