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Biologically inspired algorithms for financial modelling. (English) Zbl 1117.91030

Natural Computing Series. Berlin: Springer (ISBN 3-540-26252-0/hbk). xv, 275 p. (2006).
This book provides an introduction to a broad range of biologically inspired algorithms (BIAs), financial trading system designs, and the applications of BIAs to financial modeling. Part I of the book, consisting of six chapters, provides a guide to the various biologically inspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. The two chapters in Part II are on the development of market trading systems and technical analysis. Part III has ten chapters and they are about real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures.

MSC:

91B28 Finance etc. (MSC2000)
92B05 General biology and biomathematics
68T05 Learning and adaptive systems in artificial intelligence
92B20 Neural networks for/in biological studies, artificial life and related topics
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