Practical Applications Of Evolutionary Computation To Financial Engineering
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Author |
: Hitoshi Iba |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 253 |
Release |
: 2012-02-15 |
ISBN-10 |
: 9783642276484 |
ISBN-13 |
: 3642276482 |
Rating |
: 4/5 (84 Downloads) |
Synopsis Practical Applications of Evolutionary Computation to Financial Engineering by : Hitoshi Iba
“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.
Author |
: Cris Doloc |
Publisher |
: John Wiley & Sons |
Total Pages |
: 319 |
Release |
: 2019-11-05 |
ISBN-10 |
: 9781119550518 |
ISBN-13 |
: 1119550513 |
Rating |
: 4/5 (18 Downloads) |
Synopsis Applications of Computational Intelligence in Data-Driven Trading by : Cris Doloc
“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.
Author |
: Hitoshi Iba |
Publisher |
: Springer Nature |
Total Pages |
: 437 |
Release |
: 2020-05-20 |
ISBN-10 |
: 9789811536854 |
ISBN-13 |
: 9811536856 |
Rating |
: 4/5 (54 Downloads) |
Synopsis Deep Neural Evolution by : Hitoshi Iba
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.
Author |
: Raymond S. T. Lee |
Publisher |
: Springer Nature |
Total Pages |
: 433 |
Release |
: 2019-11-15 |
ISBN-10 |
: 9789813297968 |
ISBN-13 |
: 9813297964 |
Rating |
: 4/5 (68 Downloads) |
Synopsis Quantum Finance by : Raymond S. T. Lee
With the exponential growth of program trading in the global financial industry, quantum finance and its underlying technologies have become one of the hottest topics in the fintech community. Numerous financial institutions and fund houses around the world require computer professionals with a basic understanding of quantum finance to develop intelligent financial systems. This book presents a selection of the author’s past 15 years’ R&D work and practical implementation of the Quantum Finance Forecast System – which integrates quantum field theory and related AI technologies to design and develop intelligent global financial forecast and quantum trading systems. The book consists of two parts: Part I discusses the basic concepts and theories of quantum finance and related AI technologies, including quantum field theory, quantum price fields, quantum price level modelling and quantum entanglement to predict major financial events. Part II then examines the current, ongoing R&D projects on the application of quantum finance technologies in intelligent real-time financial prediction and quantum trading systems. This book is both a textbook for undergraduate & masters level quantum finance, AI and fintech courses and a valuable resource for researchers and data scientists working in the field of quantum finance and intelligent financial systems. It is also of interest to professional traders/ quants & independent investors who would like to grasp the basic concepts and theory of quantum finance, and more importantly how to adopt this fascinating technology to implement intelligent financial forecast and quantum trading systems. For system implementation, the interactive quantum finance programming labs listed on the Quantum Finance Forecast Centre official site (QFFC.org) enable readers to learn how to use quantum finance technologies presented in the book.
Author |
: Radek Silhavy |
Publisher |
: Springer |
Total Pages |
: 417 |
Release |
: 2019-05-04 |
ISBN-10 |
: 9783030198107 |
ISBN-13 |
: 3030198103 |
Rating |
: 4/5 (07 Downloads) |
Synopsis Artificial Intelligence Methods in Intelligent Algorithms by : Radek Silhavy
This book discusses the current trends in and applications of artificial intelligence research in intelligent systems. Including the proceedings of the Artificial Intelligence Methods in Intelligent Algorithms Section of the 8th Computer Science On-line Conference 2019 (CSOC 2019), held in April 2019, it features papers on neural networks algorithms, optimisation algorithms and real-world issues related to the application of artificial methods.
Author |
: Hitoshi Iba |
Publisher |
: CRC Press |
Total Pages |
: 288 |
Release |
: 2022-04-14 |
ISBN-10 |
: 9781000579901 |
ISBN-13 |
: 1000579905 |
Rating |
: 4/5 (01 Downloads) |
Synopsis Swarm Intelligence and Deep Evolution by : Hitoshi Iba
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.
Author |
: Marco Wiering |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 653 |
Release |
: 2012-03-05 |
ISBN-10 |
: 9783642276453 |
ISBN-13 |
: 3642276458 |
Rating |
: 4/5 (53 Downloads) |
Synopsis Reinforcement Learning by : Marco Wiering
Reinforcement learning encompasses both a science of adaptive behavior of rational beings in uncertain environments and a computational methodology for finding optimal behaviors for challenging problems in control, optimization and adaptive behavior of intelligent agents. As a field, reinforcement learning has progressed tremendously in the past decade. The main goal of this book is to present an up-to-date series of survey articles on the main contemporary sub-fields of reinforcement learning. This includes surveys on partially observable environments, hierarchical task decompositions, relational knowledge representation and predictive state representations. Furthermore, topics such as transfer, evolutionary methods and continuous spaces in reinforcement learning are surveyed. In addition, several chapters review reinforcement learning methods in robotics, in games, and in computational neuroscience. In total seventeen different subfields are presented by mostly young experts in those areas, and together they truly represent a state-of-the-art of current reinforcement learning research. Marco Wiering works at the artificial intelligence department of the University of Groningen in the Netherlands. He has published extensively on various reinforcement learning topics. Martijn van Otterlo works in the cognitive artificial intelligence group at the Radboud University Nijmegen in The Netherlands. He has mainly focused on expressive knowledge representation in reinforcement learning settings.
Author |
: Xin-She Yang |
Publisher |
: Springer |
Total Pages |
: 797 |
Release |
: 2012-07-27 |
ISBN-10 |
: 9783642296949 |
ISBN-13 |
: 3642296947 |
Rating |
: 4/5 (49 Downloads) |
Synopsis Artificial Intelligence, Evolutionary Computing and Metaheuristics by : Xin-She Yang
Alan Turing pioneered many research areas such as artificial intelligence, computability, heuristics and pattern formation. Nowadays at the information age, it is hard to imagine how the world would be without computers and the Internet. Without Turing's work, especially the core concept of Turing Machine at the heart of every computer, mobile phone and microchip today, so many things on which we are so dependent would be impossible. 2012 is the Alan Turing year -- a centenary celebration of the life and work of Alan Turing. To celebrate Turing's legacy and follow the footsteps of this brilliant mind, we take this golden opportunity to review the latest developments in areas of artificial intelligence, evolutionary computation and metaheuristics, and all these areas can be traced back to Turing's pioneer work. Topics include Turing test, Turing machine, artificial intelligence, cryptography, software testing, image processing, neural networks, nature-inspired algorithms such as bat algorithm and cuckoo search, and multiobjective optimization and many applications. These reviews and chapters not only provide a timely snapshot of the state-of-art developments, but also provide inspiration for young researchers to carry out potentially ground-breaking research in the active, diverse research areas in artificial intelligence, cryptography, machine learning, evolutionary computation, and nature-inspired metaheuristics. This edited book can serve as a timely reference for graduates, researchers and engineers in artificial intelligence, computer sciences, computational intelligence, soft computing, optimization, and applied sciences.
Author |
: Robert J. Abrahart |
Publisher |
: CRC Press |
Total Pages |
: 470 |
Release |
: 2014-06-23 |
ISBN-10 |
: 9781466503298 |
ISBN-13 |
: 1466503297 |
Rating |
: 4/5 (98 Downloads) |
Synopsis GeoComputation by : Robert J. Abrahart
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
Author |
: Hitoshi Iba |
Publisher |
: CRC Press |
Total Pages |
: 316 |
Release |
: 2013-06-24 |
ISBN-10 |
: 9781466562400 |
ISBN-13 |
: 1466562404 |
Rating |
: 4/5 (00 Downloads) |
Synopsis Agent-Based Modeling and Simulation with Swarm by : Hitoshi Iba
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