{"product_id":"9783662519981","title":"Natural Computing in Computational Finance","description":"\u003cp\u003eThis 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 \u003c\/p\u003e\u003cp\u003ewhich 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. \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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.  \u003c\/p\u003e\u003cp\u003ewhich 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. \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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.  \u003c\/p\u003e\u003cp\u003eThe 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 \u003c\/p\u003e\u003cp\u003ewritten 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.  \u003c\/p\u003e\u003cp\u003ewritten 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.  \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003ePublication Year: \u003c\/strong\u003e2012\u003cbr\u003e\u003cstrong\u003eImprint: \u003c\/strong\u003eSpringer Berlin Heidelberg\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eFormat: P\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003eWeight (Gram): 448\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003cbr\u003e\u003cstrong\u003e\u003c\/strong\u003e\u003c\/p\u003e","brand":"Anthony Brabazon","offers":[{"title":"Default Title","offer_id":41263934832818,"sku":"9783662519981","price":204.1,"currency_code":"SGD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0502\/5382\/4178\/products\/3662519984.01_SCLZZZZZZZ.jpg?v=1635988366","url":"https:\/\/readabook.store\/products\/9783662519981","provider":"READABOOK BY ALKEM","version":"1.0","type":"link"}