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

9783642233357, 9783642233364

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Regime-Switching Recurrent Reinforcement Learning in Automated Trading

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_6 ◽

2011 ◽

pp. 93-121 ◽

Cited By ~ 1

Author(s):

Dietmar Maringer ◽

Tikesh Ramtohul

Keyword(s):

Reinforcement Learning ◽

Regime Switching

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Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_5 ◽

2011 ◽

pp. 79-92 ◽

Cited By ~ 3

Author(s):

Piotr Lipinski

Keyword(s):

Stock Market ◽

Evolutionary Algorithms ◽

Trading Rule ◽

Graphics Processors ◽

Rule Selection ◽

Parallel Evolutionary Algorithms ◽

Many Core ◽

Stock Market Trading

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An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_7 ◽

2011 ◽

pp. 123-139

Author(s):

Alexandros Agapitos ◽

Abhinav Goyal ◽

Cal Muckley

Keyword(s):

Payout Policy

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A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_3 ◽

2011 ◽

pp. 39-59 ◽

Cited By ~ 1

Author(s):

Antonia Azzini ◽

Matteo De Felice ◽

Andrea G. B. Tettamanzi

Keyword(s):

Machine Learning ◽

Time Series ◽

Financial Time Series ◽

Learning Approaches ◽

Financial Time

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A Soft Computing Approach to Enhanced Indexation

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_4 ◽

2011 ◽

pp. 61-77 ◽

Cited By ~ 4

Author(s):

Nikos S. Thomaidis

Keyword(s):

Soft Computing ◽

Computing Approach ◽

Enhanced Indexation

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Natural Computing in Computational Finance (Volume 4): Introduction

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_1 ◽

2011 ◽

pp. 1-8

Author(s):

Anthony Brabazon ◽

Michael O’Neill ◽

Dietmar Maringer

Keyword(s):

Natural Computing ◽

Computational Finance

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Tackling Overfitting in Evolutionary-Driven Financial Model Induction

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_8 ◽

2011 ◽

pp. 141-161 ◽

Cited By ~ 3

Author(s):

Clíodhna Tuite ◽

Alexandros Agapitos ◽

Michael O’Neill ◽

Anthony Brabazon

Keyword(s):

Financial Model

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Calibrating Option Pricing Models with Heuristics

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_2 ◽

2011 ◽

pp. 9-37 ◽

Cited By ~ 6

Author(s):

Manfred Gilli ◽

Enrico Schumann

Keyword(s):

Option Pricing ◽

Pricing Models

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An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_9 ◽

2011 ◽

pp. 163-179

Author(s):

Yi-Ping Huang ◽

Shu-Heng Chen ◽

Min-Chin Hung ◽

Tina Yu

Keyword(s):

Stock Market ◽

Agent Based ◽

Artificial Stock Market ◽

Market Orders ◽

Liquidity Costs

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Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment

Natural Computing in Computational Finance - Studies in Computational Intelligence ◽

10.1007/978-3-642-23336-4_10 ◽

2011 ◽

pp. 181-197

Author(s):

Michael Kampouridis ◽

Shu-Heng Chen ◽

Edward Tsang

Keyword(s):

Market Microstructure ◽

Self Organizing Map ◽

Behavior Dynamics ◽

Map Approach ◽

Self Organizing

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Natural Computing in Computational Finance - Studies in Computational IntelligenceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Regime-Switching Recurrent Reinforcement Learning in Automated Trading

Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors

An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination

A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series

A Soft Computing Approach to Enhanced Indexation

Natural Computing in Computational Finance (Volume 4): Introduction

Tackling Overfitting in Evolutionary-Driven Financial Model Induction

Calibrating Option Pricing Models with Heuristics

An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market

Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment

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