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Natural Computing in Computational Finance

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Cover of 'Natural Computing in Computational Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Natural Computing in Computational Finance (Volume 4): Introduction
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    Chapter 2 Calibrating Option Pricing Models with Heuristics
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    Chapter 3 A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series
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    Chapter 4 A Soft Computing Approach to Enhanced Indexation
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    Chapter 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors
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    Chapter 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading
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    Chapter 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination
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    Chapter 8 Tackling Overfitting in Evolutionary-Driven Financial Model Induction
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    Chapter 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market
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    Chapter 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment
Attention for Chapter 2: Calibrating Option Pricing Models with Heuristics
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