Book Announcement - Biologically Inspired Algorithms for Financial Modelling

Biologically Inspired Algorithms for Financial Modelling

by Anthony Brabazon and Michael O'Neill

http://www.springer.com/sgw/cda/frontpage/0,11855,4-146-22-72044099-0,00.html


Predicting the future for financial gain is a difficult, sometimes
profitable, activity. The focus of this book is the application of
biologically inspired algorithms (BIAs) to financial modelling. In a
detailed introduction, the authors explain computer trading on
financial markets and the difficulties faced in financial market
modelling. Then Part I provides a thorough guide to the various
bioinspired methodologies - neural networks, evolutionary computing
(particularly genetic algorithms and grammatical evolution), particle
swarm and ant colony optimization, and immune systems. Part II brings
the reader through the development of market trading systems. Finally,
Part III examines 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.

This book is aimed at two audiences: those in the finance community who
wish to learn about advances in biologically inspired computing and how
these advances can be applied to
financial modelling; and those in the computer science community who
wish to gain insight
into the domain of financial modelling and trading system design.

Anthony


Dr. Anthony Brabazon and Dr. Michael O'Neill
Natural Computing Research and Applications Group
University College Dublin
Dublin
Ireland

http://ncra.ucd.ie/

.