Author: Hitoshi Iba
Publisher: Springer Science & Business Media
ISBN: 3642276482
Category : Technology & Engineering
Languages : en
Pages : 253
Book Description
“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.
Practical Applications of Evolutionary Computation to Financial Engineering
Author: Hitoshi Iba
Publisher: Springer Science & Business Media
ISBN: 3642276482
Category : Technology & Engineering
Languages : en
Pages : 253
Book Description
“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.
Publisher: Springer Science & Business Media
ISBN: 3642276482
Category : Technology & Engineering
Languages : en
Pages : 253
Book Description
“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.
GeoComputation, Second Edition
Author: Robert J. Abrahart
Publisher: CRC Press
ISBN: 1466503289
Category : Technology & Engineering
Languages : en
Pages : 480
Book Description
A revision of Openshaw and Abrahart’s seminal work, GeoComputation, Second Edition retains influences of its originators while also providing updated, state-of-the-art information on changes in the computational environment. In keeping with the field’s development, this new edition takes a broader view and provides comprehensive coverage across the field of GeoComputation. See What’s New in the Second Edition: Coverage of ubiquitous computing, the GeoWeb, reproducible research, open access, and agent-based modelling Expanded chapter on Genetic Programming and a separate chapter developed on Evolutionary Algorithms Ten chapters updated by the same or new authors and eight new chapters added to reflect state of the art Each chapter is a stand-alone entity that covers a particular topic. You can simply dip in and out or read it from cover to cover. The opening chapter by Stan Openshaw has been preserved, with only a limited number of minor essential modifications having been enacted. This is not just a matter of respect. Openshaw’s work is eloquent, prophetic, and his overall message remains largely unchanged. In contrast to other books on this subject, GeoComputation: Second Edition supplies a state-of-the-art review of all major areas in GeoComputation with chapters written especially for this book by invited specialists. This approach helps develop and expand a computational culture, one that can exploit the ever-increasing richness of modern geographical and geospatial datasets. It also supplies an instructional guide to be kept within easy reach for regular access and when need arises.
Publisher: CRC Press
ISBN: 1466503289
Category : Technology & Engineering
Languages : en
Pages : 480
Book Description
A revision of Openshaw and Abrahart’s seminal work, GeoComputation, Second Edition retains influences of its originators while also providing updated, state-of-the-art information on changes in the computational environment. In keeping with the field’s development, this new edition takes a broader view and provides comprehensive coverage across the field of GeoComputation. See What’s New in the Second Edition: Coverage of ubiquitous computing, the GeoWeb, reproducible research, open access, and agent-based modelling Expanded chapter on Genetic Programming and a separate chapter developed on Evolutionary Algorithms Ten chapters updated by the same or new authors and eight new chapters added to reflect state of the art Each chapter is a stand-alone entity that covers a particular topic. You can simply dip in and out or read it from cover to cover. The opening chapter by Stan Openshaw has been preserved, with only a limited number of minor essential modifications having been enacted. This is not just a matter of respect. Openshaw’s work is eloquent, prophetic, and his overall message remains largely unchanged. In contrast to other books on this subject, GeoComputation: Second Edition supplies a state-of-the-art review of all major areas in GeoComputation with chapters written especially for this book by invited specialists. This approach helps develop and expand a computational culture, one that can exploit the ever-increasing richness of modern geographical and geospatial datasets. It also supplies an instructional guide to be kept within easy reach for regular access and when need arises.
Agent-Based Modeling and Simulation with Swarm
Author: Hitoshi Iba
Publisher: CRC Press
ISBN: 1466562404
Category : Computers
Languages : en
Pages : 316
Book Description
Swarm-based multi-agent simulation leads to better modeling of tasks in biology, engineering, economics, art, and many other areas. It also facilitates an understanding of complicated phenomena that cannot be solved analytically. Agent-Based Modeling and Simulation with Swarm provides the methodology for a multi-agent-based modeling approach that i
Publisher: CRC Press
ISBN: 1466562404
Category : Computers
Languages : en
Pages : 316
Book Description
Swarm-based multi-agent simulation leads to better modeling of tasks in biology, engineering, economics, art, and many other areas. It also facilitates an understanding of complicated phenomena that cannot be solved analytically. Agent-Based Modeling and Simulation with Swarm provides the methodology for a multi-agent-based modeling approach that i
The Empowered Investor
Author: C. Puempin
Publisher: Springer
ISBN: 1137366877
Category : Business & Economics
Languages : en
Pages : 193
Book Description
Take control of your investment decisions The investment industry is in a state of inertia. Recent events highlight an overreliance on mathematical foundations and flawed investment models. Investors need to find new paths to effective wealth creation. The Empowered Investor provides a proven framework for wealth creation. Built around 7 key principles and practical real-world examples, the book provides insight into the limitations of traditional investment concepts, and illustrates how investors can take control of their investments. Instead of relying on often flawed financial advice, investors need to develop their own investment approach, drawing on their unique skill sets and experiences. This book: -Presents a practical strategy for wealth creation, based on practical experience and sound theoretical foundation; -Provides real world cases and excerpts from interviews with highly successful investors; -Demonstrates how investors can build on their core strengths, exploit opportunities and differentiate their investments; -Illustrates how to protect a portfolio from threats and risks This book will help you: -Build on your core strengths; -Identify and make the most of new opportunities; -Cultivate quality networks; -Differentiate your investments; -Protect yourself against threats and risks; -Understand and manage the time dimension; -Execute with efficiency. Written in a practical and straightforward manner, The Empowered Investor provides a robust strategic toolkit for investors, bringing the individual to the core of the investment strategy and creating new opportunities for wealth creation.
Publisher: Springer
ISBN: 1137366877
Category : Business & Economics
Languages : en
Pages : 193
Book Description
Take control of your investment decisions The investment industry is in a state of inertia. Recent events highlight an overreliance on mathematical foundations and flawed investment models. Investors need to find new paths to effective wealth creation. The Empowered Investor provides a proven framework for wealth creation. Built around 7 key principles and practical real-world examples, the book provides insight into the limitations of traditional investment concepts, and illustrates how investors can take control of their investments. Instead of relying on often flawed financial advice, investors need to develop their own investment approach, drawing on their unique skill sets and experiences. This book: -Presents a practical strategy for wealth creation, based on practical experience and sound theoretical foundation; -Provides real world cases and excerpts from interviews with highly successful investors; -Demonstrates how investors can build on their core strengths, exploit opportunities and differentiate their investments; -Illustrates how to protect a portfolio from threats and risks This book will help you: -Build on your core strengths; -Identify and make the most of new opportunities; -Cultivate quality networks; -Differentiate your investments; -Protect yourself against threats and risks; -Understand and manage the time dimension; -Execute with efficiency. Written in a practical and straightforward manner, The Empowered Investor provides a robust strategic toolkit for investors, bringing the individual to the core of the investment strategy and creating new opportunities for wealth creation.
Computational Methods in Financial Engineering
Author: Erricos Kontoghiorghes
Publisher: Springer Science & Business Media
ISBN: 3540779582
Category : Business & Economics
Languages : en
Pages : 425
Book Description
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Publisher: Springer Science & Business Media
ISBN: 3540779582
Category : Business & Economics
Languages : en
Pages : 425
Book Description
Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Applications of Multi-objective Evolutionary Algorithms
Author: Carlos A. Coello Coello
Publisher: World Scientific
ISBN: 9812561064
Category : Computers
Languages : en
Pages : 792
Book Description
- Detailed MOEA applications discussed by international experts - State-of-the-art practical insights in tackling statistical optimization with MOEAs - A unique monograph covering a wide spectrum of real-world applications - Step-by-step discussion of MOEA applications in a variety of domains
Publisher: World Scientific
ISBN: 9812561064
Category : Computers
Languages : en
Pages : 792
Book Description
- Detailed MOEA applications discussed by international experts - State-of-the-art practical insights in tackling statistical optimization with MOEAs - A unique monograph covering a wide spectrum of real-world applications - Step-by-step discussion of MOEA applications in a variety of domains
Genetic Programming Theory and Practice XIV
Author: Rick Riolo
Publisher: Springer
ISBN: 3319970887
Category : Computers
Languages : en
Pages : 233
Book Description
These contributions, written by the foremost international researchers and practitioners of Genetic Programming (GP), explore the synergy between theoretical and empirical results on real-world problems, producing a comprehensive view of the state of the art in GP. Chapters in this volume include: Similarity-based Analysis of Population Dynamics in GP Performing Symbolic Regression Hybrid Structural and Behavioral Diversity Methods in GP Multi-Population Competitive Coevolution for Anticipation of Tax Evasion Evolving Artificial General Intelligence for Video Game Controllers A Detailed Analysis of a PushGP Run Linear Genomes for Structured Programs Neutrality, Robustness, and Evolvability in GP Local Search in GP PRETSL: Distributed Probabilistic Rule Evolution for Time-Series Classification Relational Structure in Program Synthesis Problems with Analogical Reasoning An Evolutionary Algorithm for Big Data Multi-Class Classification Problems A Generic Framework for Building Dispersion Operators in the Semantic Space Assisting Asset Model Development with Evolutionary Augmentation Building Blocks of Machine Learning Pipelines for Initialization of a Data Science Automation Tool Readers will discover large-scale, real-world applications of GP to a variety of problem domains via in-depth presentations of the latest and most significant results.
Publisher: Springer
ISBN: 3319970887
Category : Computers
Languages : en
Pages : 233
Book Description
These contributions, written by the foremost international researchers and practitioners of Genetic Programming (GP), explore the synergy between theoretical and empirical results on real-world problems, producing a comprehensive view of the state of the art in GP. Chapters in this volume include: Similarity-based Analysis of Population Dynamics in GP Performing Symbolic Regression Hybrid Structural and Behavioral Diversity Methods in GP Multi-Population Competitive Coevolution for Anticipation of Tax Evasion Evolving Artificial General Intelligence for Video Game Controllers A Detailed Analysis of a PushGP Run Linear Genomes for Structured Programs Neutrality, Robustness, and Evolvability in GP Local Search in GP PRETSL: Distributed Probabilistic Rule Evolution for Time-Series Classification Relational Structure in Program Synthesis Problems with Analogical Reasoning An Evolutionary Algorithm for Big Data Multi-Class Classification Problems A Generic Framework for Building Dispersion Operators in the Semantic Space Assisting Asset Model Development with Evolutionary Augmentation Building Blocks of Machine Learning Pipelines for Initialization of a Data Science Automation Tool Readers will discover large-scale, real-world applications of GP to a variety of problem domains via in-depth presentations of the latest and most significant results.
Applications of Computational Intelligence in Data-Driven Trading
Author: Cris Doloc
Publisher: John Wiley & Sons
ISBN: 1119550513
Category : Business & Economics
Languages : en
Pages : 319
Book Description
“Life on earth is filled with many mysteries, but perhaps the most challenging of these is the nature of Intelligence.” – Prof. Terrence J. Sejnowski, Computational Neurobiologist The main objective of this book is to create awareness about both the promises and the formidable challenges that the era of Data-Driven Decision-Making and Machine Learning are confronted with, and especially about how these new developments may influence the future of the financial industry. The subject of Financial Machine Learning has attracted a lot of interest recently, specifically because it represents one of the most challenging problem spaces for the applicability of Machine Learning. The author has used a novel approach to introduce the reader to this topic: The first half of the book is a readable and coherent introduction to two modern topics that are not generally considered together: the data-driven paradigm and Computational Intelligence. The second half of the book illustrates a set of Case Studies that are contemporarily relevant to quantitative trading practitioners who are dealing with problems such as trade execution optimization, price dynamics forecast, portfolio management, market making, derivatives valuation, risk, and compliance. The main purpose of this book is pedagogical in nature, and it is specifically aimed at defining an adequate level of engineering and scientific clarity when it comes to the usage of the term “Artificial Intelligence,” especially as it relates to the financial industry. The message conveyed by this book is one of confidence in the possibilities offered by this new era of Data-Intensive Computation. This message is not grounded on the current hype surrounding the latest technologies, but on a deep analysis of their effectiveness and also on the author’s two decades of professional experience as a technologist, quant and academic.
Publisher: John Wiley & Sons
ISBN: 1119550513
Category : Business & Economics
Languages : en
Pages : 319
Book Description
“Life on earth is filled with many mysteries, but perhaps the most challenging of these is the nature of Intelligence.” – Prof. Terrence J. Sejnowski, Computational Neurobiologist The main objective of this book is to create awareness about both the promises and the formidable challenges that the era of Data-Driven Decision-Making and Machine Learning are confronted with, and especially about how these new developments may influence the future of the financial industry. The subject of Financial Machine Learning has attracted a lot of interest recently, specifically because it represents one of the most challenging problem spaces for the applicability of Machine Learning. The author has used a novel approach to introduce the reader to this topic: The first half of the book is a readable and coherent introduction to two modern topics that are not generally considered together: the data-driven paradigm and Computational Intelligence. The second half of the book illustrates a set of Case Studies that are contemporarily relevant to quantitative trading practitioners who are dealing with problems such as trade execution optimization, price dynamics forecast, portfolio management, market making, derivatives valuation, risk, and compliance. The main purpose of this book is pedagogical in nature, and it is specifically aimed at defining an adequate level of engineering and scientific clarity when it comes to the usage of the term “Artificial Intelligence,” especially as it relates to the financial industry. The message conveyed by this book is one of confidence in the possibilities offered by this new era of Data-Intensive Computation. This message is not grounded on the current hype surrounding the latest technologies, but on a deep analysis of their effectiveness and also on the author’s two decades of professional experience as a technologist, quant and academic.
Swarm Intelligence and Deep Evolution
Author: Hitoshi Iba
Publisher: CRC Press
ISBN: 1000579905
Category : Computers
Languages : en
Pages : 288
Book Description
The book provides theoretical and practical knowledge about swarm intelligence and evolutionary computation. It describes the emerging trends in deep learning that involve the integration of swarm intelligence and evolutionary computation with deep learning, i.e., deep neuroevolution and deep swarms. The study reviews the research on network structures and hyperparameters in deep learning, and attracting attention as a new trend in AI. A part of the coverage of the book is based on the results of practical examples as well as various real-world applications. The future of AI, based on the ideas of swarm intelligence and evolution is also covered. The book is an introductory work for researchers. Approaches to the realization of AI and the emergence of intelligence are explained, with emphasis on evolution and learning. It is designed for beginners who do not have any knowledge of algorithms or biology, and explains the basics of neural networks and deep learning in an easy-to-understand manner. As a practical exercise in neuroevolution, the book shows how to learn to drive a racing car and a helicopter using MindRender. MindRender is an AI educational software that allows the readers to create and play with VR programs, and provides a variety of examples so that the readers will be able to create and understand AI.
Publisher: CRC Press
ISBN: 1000579905
Category : Computers
Languages : en
Pages : 288
Book Description
The book provides theoretical and practical knowledge about swarm intelligence and evolutionary computation. It describes the emerging trends in deep learning that involve the integration of swarm intelligence and evolutionary computation with deep learning, i.e., deep neuroevolution and deep swarms. The study reviews the research on network structures and hyperparameters in deep learning, and attracting attention as a new trend in AI. A part of the coverage of the book is based on the results of practical examples as well as various real-world applications. The future of AI, based on the ideas of swarm intelligence and evolution is also covered. The book is an introductory work for researchers. Approaches to the realization of AI and the emergence of intelligence are explained, with emphasis on evolution and learning. It is designed for beginners who do not have any knowledge of algorithms or biology, and explains the basics of neural networks and deep learning in an easy-to-understand manner. As a practical exercise in neuroevolution, the book shows how to learn to drive a racing car and a helicopter using MindRender. MindRender is an AI educational software that allows the readers to create and play with VR programs, and provides a variety of examples so that the readers will be able to create and understand AI.
Deep Neural Evolution
Author: Hitoshi Iba
Publisher: Springer Nature
ISBN: 9811536856
Category : Computers
Languages : en
Pages : 437
Book Description
This book delivers the state of the art in deep learning (DL) methods hybridized with evolutionary computation (EC). Over the last decade, DL has dramatically reformed many domains: computer vision, speech recognition, healthcare, and automatic game playing, to mention only a few. All DL models, using different architectures and algorithms, utilize multiple processing layers for extracting a hierarchy of abstractions of data. Their remarkable successes notwithstanding, these powerful models are facing many challenges, and this book presents the collaborative efforts by researchers in EC to solve some of the problems in DL. EC comprises optimization techniques that are useful when problems are complex or poorly understood, or insufficient information about the problem domain is available. This family of algorithms has proven effective in solving problems with challenging characteristics such as non-convexity, non-linearity, noise, and irregularity, which dampen the performance of most classic optimization schemes. Furthermore, EC has been extensively and successfully applied in artificial neural network (ANN) research —from parameter estimation to structure optimization. Consequently, EC researchers are enthusiastic about applying their arsenal for the design and optimization of deep neural networks (DNN). This book brings together the recent progress in DL research where the focus is particularly on three sub-domains that integrate EC with DL: (1) EC for hyper-parameter optimization in DNN; (2) EC for DNN architecture design; and (3) Deep neuroevolution. The book also presents interesting applications of DL with EC in real-world problems, e.g., malware classification and object detection. Additionally, it covers recent applications of EC in DL, e.g. generative adversarial networks (GAN) training and adversarial attacks. The book aims to prompt and facilitate the research in DL with EC both in theory and in practice.
Publisher: Springer Nature
ISBN: 9811536856
Category : Computers
Languages : en
Pages : 437
Book Description
This book delivers the state of the art in deep learning (DL) methods hybridized with evolutionary computation (EC). Over the last decade, DL has dramatically reformed many domains: computer vision, speech recognition, healthcare, and automatic game playing, to mention only a few. All DL models, using different architectures and algorithms, utilize multiple processing layers for extracting a hierarchy of abstractions of data. Their remarkable successes notwithstanding, these powerful models are facing many challenges, and this book presents the collaborative efforts by researchers in EC to solve some of the problems in DL. EC comprises optimization techniques that are useful when problems are complex or poorly understood, or insufficient information about the problem domain is available. This family of algorithms has proven effective in solving problems with challenging characteristics such as non-convexity, non-linearity, noise, and irregularity, which dampen the performance of most classic optimization schemes. Furthermore, EC has been extensively and successfully applied in artificial neural network (ANN) research —from parameter estimation to structure optimization. Consequently, EC researchers are enthusiastic about applying their arsenal for the design and optimization of deep neural networks (DNN). This book brings together the recent progress in DL research where the focus is particularly on three sub-domains that integrate EC with DL: (1) EC for hyper-parameter optimization in DNN; (2) EC for DNN architecture design; and (3) Deep neuroevolution. The book also presents interesting applications of DL with EC in real-world problems, e.g., malware classification and object detection. Additionally, it covers recent applications of EC in DL, e.g. generative adversarial networks (GAN) training and adversarial attacks. The book aims to prompt and facilitate the research in DL with EC both in theory and in practice.