Biologically Inspired Algorithms for Financial Modelling

1. Introduction

Part I. Methodologies

2. Neural Network Methodologies

3. Evolutionary Methodologies

4. Grammatical Evolution

5. The Particle Swarm Model

6. Ant Colony Models

7. Artificial Immune Systems

Part II. Model Development

8. Model Development Process

9. Technical Analysis

Part III. Case Studies

10. Overview of Case Studies

11. Index Prediction Using MLPs

12. Index Prediction Using a MLP-GA Hybrid

13. Index Trading Using Grammatical Evolution

14. Adaptive Trading Using Grammatical Evolution

15. Intra-day Trading Using Grammatical Evolution

16. Automatic Generation of Foreign Exchange Trading Rules

17. Corporate Failure Prediction Using Grammatical Evolution

18. Corporate Failure Prediction Using an Ant Model

19. Bond Rating Using Grammatical Evolution

20. Bond Rating Using AIS

21. Wrap-up

DRM-restrictions

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Avainsanat: COMPUTERS / Computer Science COM014000