Titlebook: Natural Computing in Computational Finance; Volume 3 Anthony Brabazon,Michael O’Neill,Dietmar G. Maring Book 2010 Springer-Verlag Berlin He

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Natural Computing in Computational Finance (Volume 3): Introductionle hardware, has pushed the boundaries of this field outwards. Not only can the complexity of investigated problems be increased, one can even approach problems that defy traditional analytical examination all together. One major contributor of such methods is natural computing.

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Inferring Trader’s Behavior from Pricespast stock prices. This market is then used to generate forecasts of future stock prices, which are compared to actual future stock prices. We show how our method outperforms standard financial time-series forecasting models, such as ARIMA and Lognormal, on actual stock price data taken from real-world archives.

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1860-949X d European Workshop on Evolutionary Computation in Finance aThis book consists of eleven 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-basedmethodologies in co

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978-3-642-26369-9Springer-Verlag Berlin Heidelberg 2010

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Studies in Computational Intelligencehttp://image.papertrans.cn/n/image/661700.jpg

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https://doi.org/10.1007/978-3-642-13950-5Computational Finance; Computational Intelligence; Evolution; Management; Mapping; Natural Computing; deci

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Antonia Azzini,Célia da Costa Pereira,Andrea G. B. Tettamanzi