Biologically inspired algorithms for financial modelling. (Q2505246)

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Biologically inspired algorithms for financial modelling.
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    Biologically inspired algorithms for financial modelling. (English)
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    4 October 2006
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    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.
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    ant colony systems
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    artificial immune systems
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    biologically inspired algorithms
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    computer trading
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    evolutionary methodologies
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    financial markets
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    financial trading
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    genetic algorithms
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    grammatical evolution
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    multilayer perceptrons
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    neural networks
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    particle swarm optimization
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