© 2012

Natural Computing in Computational Finance

Volume 4

  • Anthony Brabazon
  • Michael O’Neill
  • Dietmar Maringer

Part of the Studies in Computational Intelligence book series (SCI, volume 380)

Table of contents

  1. Front Matter
  2. Anthony Brabazon, Michael O’Neill, Dietmar Maringer
    Pages 1-8
  3. Manfred Gilli, Enrico Schumann
    Pages 9-37
  4. Nikos S. Thomaidis
    Pages 61-77
  5. Dietmar Maringer, Tikesh Ramtohul
    Pages 93-121
  6. Alexandros Agapitos, Abhinav Goyal, Cal Muckley
    Pages 123-139
  7. Clíodhna Tuite, Alexandros Agapitos, Michael O’Neill, Anthony Brabazon
    Pages 141-161
  8. Back Matter

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.  


Computational Finance Computational Intelligence Natural Computing

Editors and affiliations

  • Anthony Brabazon
    • 1
  • Michael O’Neill
    • 2
  • Dietmar Maringer
    • 3
  1. 1.Quinn School of BusinessUniversity College DublinDublinIreland
  2. 2.UCD Complex Adaptive Systems LaboratoryUniversity College DublinDublinIreland
  3. 3.Büro 5.56 WirtschaftswissenschaftlichesZentrum (WWZ) Abteilung Quantitative MethodenUniversity of BaselBaselSwitzerland

Bibliographic information

  • Book Title Natural Computing in Computational Finance
  • Book Subtitle Volume 4
  • Editors Anthony Brabazon
    Michael O'Neill
    Dietmar Maringer
  • Series Title Studies in Computational Intelligence
  • DOI
  • Copyright Information Springer-Verlag GmbH Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering Engineering (R0)
  • Hardcover ISBN 978-3-642-23335-7
  • Softcover ISBN 978-3-662-51998-1
  • eBook ISBN 978-3-642-23336-4
  • Series ISSN 1860-949X
  • Series E-ISSN 1860-9503
  • Edition Number 1
  • Number of Pages X, 202
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Computational Intelligence
    Artificial Intelligence
    IT in Business
  • Buy this book on publisher's site