default search action
Natural Computing in Computational Finance - Volume 4, 2012
- Anthony Brabazon, Michael O'Neill, Dietmar Maringer:
Natural Computing in Computational Finance - Volume 4. Studies in Computational Intelligence 380, Springer 2012, ISBN 978-3-642-23335-7 - Anthony Brabazon, Michael O'Neill, Dietmar Maringer:
Natural Computing in Computational Finance (Volume 4): Introduction. 1-8 - Manfred Gilli, Enrico Schumann:
Calibrating Option Pricing Models with Heuristics. 9-37 - Antonia Azzini, Matteo De Felice, Andrea G. B. Tettamanzi:
A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series. 39-59 - Nikos S. Thomaidis:
A Soft Computing Approach to Enhanced Indexation. 61-77 - Piotr Lipinski:
Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors. 79-92 - Dietmar Maringer, Tikesh Ramtohul:
Regime-Switching Recurrent Reinforcement Learning in Automated Trading. 93-121 - Alexandros Agapitos, Abhinav Goyal, Cal Muckley:
An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination. 123-139 - Clíodhna Tuite, Alexandros Agapitos, Michael O'Neill, Anthony Brabazon:
Tackling Overfitting in Evolutionary-Driven Financial Model Induction. 141-161 - Yi-Ping Huang, Shu-Heng Chen, Min-Chin Hung, Tina Yu:
An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market. 163-179 - Michael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang:
Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment. 181-197
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.