Natural Computing in Computational Finance - Studies in Computational Intelligence
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Published By Springer Berlin Heidelberg

9783540774761, 9783540774778

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Fuzzy-Evolutionary Modeling for Single-Position Day Trading

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_8 ◽

2008 ◽

pp. 131-159 ◽

Cited By ~ 6

Author(s):

Célia da Costa Pereira ◽

Andrea G. B. Tettamanzi

Keyword(s):

Evolutionary Modeling ◽

Day Trading

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Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_14 ◽

2008 ◽

pp. 253-269

Author(s):

Xue-Zhong He ◽

Philip Hamill ◽

Youwei Li

Keyword(s):

Agent Based Modeling ◽

Agent Based ◽

Long Run

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On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_11 ◽

2008 ◽

pp. 197-210 ◽

Cited By ~ 14

Author(s):

Nicolas Navet ◽

Shu-Heng Chen

Keyword(s):

Time Series ◽

Trading Rules

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Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_10 ◽

2008 ◽

pp. 187-195 ◽

Cited By ~ 2

Author(s):

David Edelman

Keyword(s):

Financial Markets ◽

Radial Basis Function ◽

Basis Function ◽

Radial Basis Function Networks ◽

Index Arbitrage ◽

Radial Basis

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Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_6 ◽

2008 ◽

pp. 89-107 ◽

Cited By ~ 2

Author(s):

Kai Fan ◽

Conall O’Sullivan ◽

Anthony Brabazon ◽

Michael O’Neill

Keyword(s):

Principal Component Analysis ◽

Evolutionary Algorithm ◽

Implied Volatility ◽

Principal Component ◽

Component Analysis ◽

Volatility Smile ◽

Non Linear

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Constrained Index Tracking under Loss Aversion Using Differential Evolution

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_2 ◽

2008 ◽

pp. 7-24 ◽

Cited By ~ 12

Author(s):

Dietmar Maringer

Keyword(s):

Differential Evolution ◽

Loss Aversion ◽

Index Tracking

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Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_7 ◽

2008 ◽

pp. 109-127 ◽

Cited By ~ 4

Author(s):

Jing Dang ◽

Anthony Brabazon ◽

Michael O’Neill ◽

David Edelman

Keyword(s):

Option Pricing ◽

Pricing Model ◽

Optimisation Algorithm ◽

Option Pricing Model

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Hybrid Neural Systems in Exchange Rate Prediction

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_12 ◽

2008 ◽

pp. 211-230 ◽

Cited By ~ 1

Author(s):

Andrzej Bielecki ◽

Pawel Hajto ◽

Robert Schaefer

Keyword(s):

Exchange Rate ◽

Neural Systems ◽

Rate Prediction ◽

Exchange Rate Prediction

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Evolutionary Stochastic Portfolio Optimization

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_5 ◽

2008 ◽

pp. 67-87 ◽

Cited By ~ 10

Author(s):

Ronald Hochreiter

Keyword(s):

Portfolio Optimization

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Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-540-77477-8_9 ◽

2008 ◽

pp. 161-185 ◽

Cited By ~ 5

Author(s):

Eva Alfaro-Cid ◽

Alberto Cuesta-Cañada ◽

Ken Sharman ◽

Anna I. Esparcia-Alcázar

Keyword(s):

Genetic Programming ◽

Bankruptcy Prediction ◽

Prediction Problem ◽

Variable Reduction

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Natural Computing in Computational Finance - Studies in Computational IntelligenceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Fuzzy-Evolutionary Modeling for Single-Position Day Trading

Can Trend Followers Survive in the Long-Run% Insights from Agent-Based Modeling

On Predictability and Profitability: Would GP Induced Trading Rules be Sensitive to the Observed Entropy of Time Series?

Using Kalman-filtered Radial Basis Function Networks for Index Arbitrage in the Financial Markets

Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm

Constrained Index Tracking under Loss Aversion Using Differential Evolution

Estimation of an EGARCH Volatility Option Pricing Model using a Bacteria Foraging Optimisation Algorithm

Hybrid Neural Systems in Exchange Rate Prediction

Evolutionary Stochastic Portfolio Optimization

Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming

Natural Computing in Computational Finance - Studies in Computational Intelligence
Latest Publications