Chapter 1 Natural Computing in Computational Finance (Volume 4): Introduction

Chapter 2 Calibrating Option Pricing Models with Heuristics

Chapter 3 A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series

Chapter 4 A Soft Computing Approach to Enhanced Indexation

Chapter 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors

Chapter 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading

Chapter 8 Tackling Overfitting in Evolutionary-Driven Financial Model Induction

Chapter 9 An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market

Chapter 10 Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment