After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two...
After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Gen...
The Computational Intelligence and its Applications Series publishes academic work based either on one of the computational intelligence techniques or on applications of these techniques to a field of human endeavor. The books may be single author monographs, multiple author editions, conference proceedings, handbooks, or edited volumes by leading researchers with chapters contributed by researchers in the field. Computational Economics: A Perspective from Computational Intelligence is a part of this series. Computational Economics: A Perspective from Computational Intelligence provides...
The Computational Intelligence and its Applications Series publishes academic work based either on one of the computational intelligence techniques or...
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administra...
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find...
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipmen...
This book originates from the IJCAI 2003 International Workshop on Multi-Agents for Mass User Support, MAMUS 2003, held in Acapulco, Mexico in August 2003. Besides revised selected workshop papers, the volume editors invited contributions by leading researchers in order to complete coverage of important aspects.
The papers address major current issues of multi-agent technology and its applications to support mass users and society more generally by using social coordination mechanisms. The papers are organized into topical sections on the theoretical background, resource allocation...
This book originates from the IJCAI 2003 International Workshop on Multi-Agents for Mass User Support, MAMUS 2003, held in Acapulco, Mexico in Augu...
This book aims to answer two questions that are fundamental to the study of agent-based economic models: what is agent-based computational economics and why do we need agent-based economic modelling of economy? This book provides a review of the development of agent-based computational economics (ACE) from a perspective on how artificial economic agents are designed under the influences of complex sciences, experimental economics, artificial intelligence, evolutionary biology, psychology, anthropology and neuroscience.
This book begins with a historical review of ACE by...
This book aims to answer two questions that are fundamental to the study of agent-based economic models: what is agent-based computational economic...
Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then...
Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to...
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.
Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administra...
This volume is a post-conference publication of the 4th World Congress on Social Simulation (WCSS), with contents selected from among the 80 papers originally presented at the conference. WCSS is a biennial event, jointly organized by three scientific communities in computational social science, namely, the Pacific-Asian Association for Agent-Based Approach in Social Systems Sciences (PAAA), the European Social Simulation Association (ESSA), and the Computational Social Science Society of the Americas (CSSSA). It is, therefore, currently the most prominent conference in the area of...
This volume is a post-conference publication of the 4th World Congress on Social Simulation (WCSS), with contents selected from among the 80 papers...
Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then...
Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to...
