{"product_id":"books-natural-computing-in-computational-finance-by-anthony-brabazon","title":"Natural Computing in Computational Finance","description":"\u003cp\u003eThis 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 \u003c\/p\u003e\u003cp\u003ewhich 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. \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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. \u003c\/p\u003e\u003cp\u003ewhich 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. \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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. \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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. \u003c\/p\u003e\u003cp\u003ewritten 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. \u003c\/p\u003e","brand":"World of Books ","offers":[{"title":"Default Title","offer_id":53767775387921,"sku":null,"price":0.0,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9783662519981_d86505eb-e193-4505-80e4-2dd9e787c52a.jpg?v=1783939028","url":"https:\/\/www.worldofbooks.com\/en-au\/products\/books-natural-computing-in-computational-finance-by-anthony-brabazon","provider":"World of Books ","version":"1.0","type":"link"}