Abstract is missing.
- Natural Computing in Computational Finance (Volume 4): IntroductionAnthony Brabazon, Michael O'Neill, Dietmar Maringer. 1-8 [doi]
- Calibrating Option Pricing Models with HeuristicsManfred Gilli, Enrico Schumann. 9-37 [doi]
- A Comparison between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time SeriesAntonia Azzini, Matteo De Felice, Andrea G. B. Tettamanzi. 39-59 [doi]
- A Soft Computing Approach to Enhanced IndexationNikos S. Thomaidis. 61-77 [doi]
- Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics ProcessorsPiotr Lipinski. 79-92 [doi]
- Regime-Switching Recurrent Reinforcement Learning in Automated TradingDietmar G. Maringer, Tikesh Ramtohul. 93-121 [doi]
- An Evolutionary Algorithmic Investigation of US Corporate Payout Policy DeterminationAlexandros Agapitos, Abhinav Goyal, Cal Muckley. 123-139 [doi]
- Tackling Overfitting in Evolutionary-Driven Financial Model InductionClíodhna Tuite, Alexandros Agapitos, Michael O'Neill, Anthony Brabazon. 141-161 [doi]
- An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock MarketYi-Ping Huang, Shu-Heng Chen, Min-Chin Hung, Tina Yu. 163-179 [doi]
- Market Microstructure: A Self-Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary EnvironmentMichael Kampouridis, Shu-Heng Chen, Edward P. K. Tsang. 181-197 [doi]