Biologically Inspired Algorithms for Financial Modelling
- Author
- Anthony Brabazon, Michael O’Neill
- Publication Year
- 2006
- Publisher
- Springer
- Language
- English
- Document Type
- Book
- Faculty / Subject Heading
- Computer Science
- Download Book Read book
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.
Keywords: 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
