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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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