Natural Computing in Computational Finance
Volume 2
丛书 Studies in Computational Intelligence
出版社 Springer Berlin  Heidelberg
ISSN 1860-949X (Print) 1860-9503 (Online)
卷 Volume 1852009
DOI 10.1007978-3-540-95974-8
版权 2009
ISBN 978-3-540-95973-1
学科分类 工程学
SpringerLink Date 2009年1月30日
Contents
1 Natural Computing in Computational Finance (Volume 2):
Introduction
Anthony Brabazon, Michael O’Neill . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Part I Financial Modelling
2 Statistical Arbitrage with Genetic Programming
Philip Saks, Dietmar Maringer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3 Finding Relevant Variables in a Financial Distress
Prediction Problem Using Genetic Programming and
Self-organizing Maps
E. Alfaro-Cid, A.M. Mora, J.J. Merelo, A.I. Esparcia-Alc´azar,
K. Sharman . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
4 Ant Colony Optimization for Option Pricing
Sameer Kumar, Ruppa K. Thulasiram, Parimala Thulasiraman . . . . . . . . . 51
5 A Neuro-Evolutionary Approach for Interest Rate
Modelling
Robert Bradley, Anthony Brabazon, Michael O’Neill . . . . . . . . . . . . . . . . . . . 75
6 Who’s Smart and Who’s Lucky? Inferring Trading
Strategy, Learning and Adaptation in Financial Markets
through Data Mining
Christopher R. Stephens, Jos´e Luis Gordillo,
Enrique Martin´ez Miranda . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
Part II Agent-Based Modelling
7 Financial Bubbles: A Learning Effect Modelling Approach
Tsung-Han Hsieh, Youwei Li, Donal G. McKillop . . . . . . . . . . . . . . . . . . . . . 117
X Contents
8 Evolutionary Computation and Artificial Financial
Markets
Serafin Martinez-Jaramillo, Edward P.K. Tsang . . . . . . . . . . . . . . . . . . . . . . 137
9 Classical and Agent-Based Evolutionary Algorithms for
Investment Strategies Generation
Rafal Dre˙zewski, Jan Sepielak, Leszek Siwik . . . . . . . . . . . . . . . . . . . . . . . . . . 181
10 Income Distribution and Lottery Expenditures in Taiwan:
An Analysis Based on Agent-Based Simulation
Shu-Heng Chen, Bin-Tzong Chie, Hui-Fen Fan, Tina Yu . . . . . . . . . . . . . . . 207
11 The Emergence of a Market: What Efforts Can
Entrepreneurs Make?
Shuyuan Wu, Anthony Brabazon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
Author Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249

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