Natural Computing in Computational Finance by Anthony Brabazon

Natural Computing in Computational Finance by Anthony Brabazon

RecentyearshaveseentheapplicationofvariousNaturalComputing algorithms for the purposes of ?nancial modelling. In this context Natural Computing - gorithms can be broadly de'ned as computer algorithms whose design draws inspirationfromphenomena in the naturalworld. Particularfeatures of'nancial markets, including their dynamic and interconnected characteristics, bear p- allels with processes in the natural world and prima facie, this makes Natural Computingmethods'interesting'for'nancialmodellingapplications. Inaddition to the problem-solving potential of natural processes which Natural computing seeks to embody in its algorithms, we can also consider Natural Computing in terms of its potential to understand the natural processes which themselves serve as inspiration. For example, ?nancial and biological systems exhibit the phenomenon of emergence, or the activities of multiple individual agents c- bining to co-evolve their own environment, and a stream of work has emerged which applies learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in ?nance and economics. This book consists of eleven chapters each of which was selected following a rigorous,peer-reviewed,selectionprocess. Thechaptersillustratetheapplication of a range of cutting-edge natural computing and agent-based methodologies in computational ?nance and economics. While describing cutting edge appli- tions, the chapters are written so that they are accessible to a wide audience. Hence, they should be of interest to academics,students and practitionersin the ?elds of computational ?nance and economics.

PD Dr. Dietmar Maringer
University of Erfurt - Germany

Education:

1993: Business Administration and Computer Science at the Technical University of Vienna and at the University of Vienna
1997: PhD., University of Vienna
1997: M.Phil. at the University of Cambridge, UK

Positions:

till 2002: Assistant at the Centre for Business Studies, University of Vienna

since Nov. 2002: Assistant Professor at the University of Erfurt

Research interests: Finance, Financial Econometrics, Computational Economics and Computational Finance

Heuristic Optimisation

SKU	Unavailable
ISBN 13	9783642263699
ISBN 10	3642263690
Title	Natural Computing in Computational Finance
Author	Anthony Brabazon
Series	Studies In Computational Intelligence
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer
Year published	2012-09-05
Number of pages	241
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.