Star Wars Sale
 
 

Special Offers see all

Enter to WIN!

Weekly drawing for $100 credit. Subscribe to PowellsBooks.news for a chance to win.
Privacy Policy

More at Powell's


Recently Viewed clear list


Original Essays | June 20, 2014

Lauren Owen: IMG The Other Vampire



It's a wild and thundery night. Inside a ramshackle old manor house, a beautiful young girl lies asleep in bed. At the window, a figure watches... Continue »
  1. $18.90 Sale Hardcover add to wish list

    The Quick

    Lauren Owen 9780812993271

spacer
Qualifying orders ship free.
$179.00
New Hardcover
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
1 Remote Warehouse Personal Computers- General

More copies of this ISBN

This title in other editions

Other titles in the Natural Computing series:

Biologically Inspired Algorithms for Financial Modelling (Natural Computing)

by

Biologically Inspired Algorithms for Financial Modelling (Natural Computing) Cover

 

Synopses & Reviews

Publisher Comments:

Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. 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. The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.

About the Author

Anthony Brabazon [B. Comm (UCD), DPA (UCD), Dip Stats (Dub), MS (Statistics) (Stanford), MS (Operations Research) (Stanford), MBA (Heriot-Watt), DBA (Kingston), FCA, ACMA] lectures at University College Dublin. His research interests include mathematical decision models, evolutionary computation, and the application of computational intelligence to the domain of finance. He has published in excess of 100 papers in journals, conferences and professional publications, and has been a member of the programme committee at both EuroGP and GECCO conferences, as well as acting as reviewer for several journals. He has also acted as consultant to a wide range of public and private companies in several countries. He currently serves as a member of the CCAB (Ireland) Consultative Committee on Accounting Standards, and is a former Secretary and Treasurer of the Irish Accounting and Finance Association. Prior to joining UCD, he worked in the banking sector, and for KPMG.Michael O'Neill [BSc. (UCD), PhD (UL)] is a lecturer in the Department of Computer Science and Information Systems at the University of Limerick. He has over 70 publications on biologically inspired algorithms (BIAs). He coauthored the Springer title "Grammatical Evolution — Evolutionary Automatic Programming in an Arbitrary Language", Genetic Programming Series, 2003, 160 pp., ISBN 1-4020-7444-1. He is one of the two original developers of the Grammatical Evolution algorithm, research that spawned an annual invited tutorial at the largest evolutionary computation conference and an international workshop, and is also on a number of relevant organising committees (e.g., GECCO 2005). Michael is a regular reviewer for the leading evolutionary computation (EC) journals, namely IEEE Trans. on Evolutionary Computation, MIT Press's Evolutionary Computation, and Springer's Genetic Programming and Evolvable Hardware journal.

Table of Contents

Introduction: Introduction.- Part 1 Methodologies: Introduction to Modelling.- Neural Network Methodologies.- Evolutionary Methodologies.- Grammatical Evolution.- The Particle Swarm Model.- Ant Colony Systems.- Artificial Immune Systems.- Part 2 Model Development: Model Development Process.- Technical Analysis.- Overview of Case Studies.- Index Prediction Using MLPs.- Part 3 Case Studies: Index Prediction Using a Hybrid MLP-GA.- Index Trading Using Grammatical Evolution.- Intra-day Trading Using Grammatical Evolution.- Automatic Generation of Foreign Exchange Trading Rules.- Corporate Failure Prediction Using GE.- Corporate Failure Prediction Using an Ant-Clustering Model.- Bond Rating Using GE.- Bond Rating Using AIS.- Wrap-up.- References.

Product Details

ISBN:
9783540262527
Author:
Brabazon, Anthony
Publisher:
Springer
Author:
O'Neill, Michael
Subject:
Computer Science
Subject:
Finance
Subject:
Operations Research
Subject:
Financial Markets
Subject:
Artificial Immune Systems
Subject:
biologically inspired algorithms (BIAs)
Subject:
computer trading
Subject:
financial trading
Subject:
evolutionary methodologies
Subject:
genetic algorithms (GAs)
Subject:
grammatical evolution (GE)
Subject:
particle swarm optimization (PSO)
Subject:
ant colony systems
Subject:
multilayer perceptrons
Subject:
neural networks (NNs)
Subject:
Theory of computation
Subject:
Quantitative Finance
Subject:
Simulation and Modeling
Subject:
Operations Research/Decision Theory
Subject:
Finance/Investment/Banking
Subject:
Computer Applications <P>Applies biologically inspired algorithms (BIAs) to financial modeling</P> <P>Shows how financial modeling benefits from techniques developed for biological studies: neural networks, evolutionary computing, particle swarm and ant c
Subject:
Personal Computers-General
Subject:
Computer applications
Subject:
Operation Research/Decision Theory
Copyright:
Edition Number:
1
Edition Description:
Book
Series:
Natural Computing Series
Publication Date:
February 2006
Binding:
HARDCOVER
Language:
English
Illustrations:
Y
Pages:
291
Dimensions:
235 x 155 mm

Related Subjects

Business » Accounting and Finance
Business » Business Plans
Business » General
Business » Management
Business » Writing
Computers and Internet » Computers Reference » General
Computers and Internet » Personal Computers » General
Engineering » Engineering » General Engineering
Science and Mathematics » Geology » General

Biologically Inspired Algorithms for Financial Modelling (Natural Computing) New Hardcover
0 stars - 0 reviews
$179.00 In Stock
Product details 291 pages Springer - English 9783540262527 Reviews:
spacer
spacer
  • back to top
Follow us on...




Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.