{"product_id":"9783642233357","title":"Studies in Computational Intelligence: Volume 4","description":"\u003ch1\u003eStudies in Computational Intelligence: Volume 4\u003c\/h1\u003e \u003ch2\u003eBrabazon, Anthony; O'Neill, Michael; Maringer, Dietmar\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis book follows on from Natural Computing in Computational Finance  Volumes I, II and III.   As in the previous volumes of this series, the  book consists of a series of  chapters each of \u003c\/p\u003e\u003cp\u003ewhich was selected following a rigorous, peer-reviewed, selection process.  The chapters illustrate the application of a range of cutting-edge natural  computing and agent-based methodologies in computational finance and economics. \u003c\/p\u003e\u003cp\u003eThe applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,  corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  While describing cutting edge applications, the chapters are \u003c\/p\u003e\u003cp\u003ewritten so that they are accessible to a wide audience. Hence, they should be of interest  to academics, students and practitioners in the fields of computational finance and  economics.  \u003c\/p\u003e\u003cp\u003ewhich was selected following a rigorous, peer-reviewed, selection process.  The chapters illustrate the application of a range of cutting-edge natural  computing and agent-based methodologies in computational finance and economics. \u003c\/p\u003e\u003cp\u003eThe applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading, corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  While describing cutting edge applications, the chapters are \u003c\/p\u003e\u003cp\u003ewritten so that they are accessible to a wide audience. Hence, they should be of interest  to academics, students and practitioners in the fields of computational finance and  economics.  \u003c\/p\u003e\u003cp\u003eThe applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,  corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  While describing cutting edge applications, the chapters are \u003c\/p\u003e\u003cp\u003ewritten so that they are accessible to a wide audience. Hence, they should be of interest  to academics, students and practitioners in the fields of computational finance and  economics.  \u003c\/p\u003e\u003cp\u003ewritten so that they are accessible to a wide audience. Hence, they should be of interest  to academics, students and practitioners in the fields of computational finance and  economics.  \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2011-09-10\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783642233357\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-642-23336-4\u003c\/p\u003e \u003cp\u003eDimensions: cm xcm\u003c\/p\u003e \u003cp\u003ePages: 202\u003c\/p\u003e ","brand":"Springer Berlin Heidelberg","offers":[{"title":"Default Title","offer_id":45378573271180,"sku":"9783642233357","price":152.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783642233357.jpg?v=1775006651","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783642233357","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}