Natural Computing in Computational Finance
About this book
This book follows on from Natural Computing in Computational Finance  Volumes I, II and III.   As in the previous volumes of this series, the  book consists of a series of  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-based methodologies in computational finance and economics. The applications explored include  option model calibration, financial trend reversal detection, enhanced indexation, algorithmic trading,  corporate payout determination and agent-based modeling of liquidity costs, and trade strategy adaptation.  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.  
Reader Profile
· 221 pages · ≈ 4 h 06 m · Moderate
How long does it take to read Natural Computing in Computational Finance?
About ≈ 4 h 06 m — 221 pages, assuming roughly 250 words per page at 225 words per minute.
How many pages is Natural Computing in Computational Finance?
221 pages in its most-read edition.
Is Natural Computing in Computational Finance in the public domain?
No — it is still under copyright.
Who wrote Natural Computing in Computational Finance?
Anthony Brabazon.