Biologically Inspired Algorithms for Financial Modelling
- المؤلف
- Anthony Brabazon, Michael O’Neill
- سنة النشر
- 2006
- الناشر
- Springer
- لغة الملف
- انكليزي
- نوع الملف
- Book
- تصنيف الكتاب
- Computer Science
- تحميل الكتاب قراءة الكتاب
Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.
الكلمات المفتاحية: Computer science / Finance / Rating / Algorithms / Ant colony systems / Biologically inspired algorithms (BIAs) / Calculus / Computer trading / Evolutionary methodologies / Financial trading / Genetic algorithms (GAs) / Grammatical evolution (GE) / Linear optimization / Model / Modeling / Optimization
