About this book
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.
Editors and affiliations
- DOI https://doi.org/10.1007/978-3-642-23336-4
- Copyright Information Springer-Verlag GmbH Berlin Heidelberg 2012
- Publisher Name Springer, Berlin, Heidelberg
- eBook Packages Engineering
- Print ISBN 978-3-642-23335-7
- Online ISBN 978-3-642-23336-4
- Series Print ISSN 1860-949X
- Series Online ISSN 1860-9503
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