This book consists of eleven chapters each of which was selected following a rigorous, peer-reviewed, selection process. The chapters illustrate the application of a range of cutting-edge natural computing and agent-basedmethodologies in computational finance and economics. While describing cutting edge applications, the chapters are written 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. The inspiration for this book was due in part to the success of EvoFIN 2009, the 3rd European Workshop on Evolutionary Computation in Finance and Economics. This book follows on from Natural Computing in Computational Finance Volumes I and II.This paper evolves trading strategies using genetic programming on high- frequency tick data of the USD/EUR exchange rate covering the ... Technical analysis attempts to forecast future price changes based on historical observations.
|Title||:||Natural Computing in Computational Finance|
|Author||:||Anthony Brabazon, Michael O'Neill, Dietmar G. Maringer|
|Publisher||:||Springer Science & Business Media - 2010-06-08|