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The International Conference on Intelligent Computing (ICIC) was formed to p- vide an annual forum dedicated to the emerging and challenging topics in artificial intelligence, machine learning, bioinformatics, and computational biology, etc. It aims to bring together researchers and practitioners from both academia and ind- try to share ideas, problems and solutions related to the multifaceted aspects of intelligent computing. ICIC 2008, held in Shanghai, China, September 15–18, 2008, constituted the 4th International Conference on Intelligent Computing. It built upon the success of ICIC 2007, ICIC 2006 and ICIC 2005 held in Qingdao, Kunming and Hefei, China, 2007, 2006 and 2005, respectiv...
Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.
After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.
This book constitutes the refereed proceedings of the 6th European Conference on Genetic Programming, EuroGP 2003, held in Essex, UK in April 2003. The 45 revised papers presented were carefully reviewed and selected from 61 submissions. All current aspects of genetic programming and genetic algorithms are addressed, ranging from foundational, theoretical, and methodological issues to advanced applications in various fields.
The work described in this book was first presented at the Second Workshop on Genetic Programming, Theory and Practice, organized by the Center for the Study of Complex Systems at the University of Michigan, Ann Arbor, 13-15 May 2004. The goal of this workshop series is to promote the exchange of research results and ideas between those who focus on Genetic Programming (GP) theory and those who focus on the application of GP to various re- world problems. In order to facilitate these interactions, the number of talks and participants was small and the time for discussion was large. Further, participants were asked to review each other's chapters before the workshop. Those reviewer comments, ...
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.
In this dual-language compilation of seven complete major works and many shorter pieces from the Confucian period through the Ch'ing dynasty, Stephen Owen provides fundamental texts in the history of Chinese thought on literature and comments on them extensively. Canonical early statements, prefaces, poems on poetry treatises, short essays, letters, technical manuals - all are represented and placed in their historical and cultural context. Besides discussing individual selections in detail, Owen traces the development of motifs, methods of argumentation, and deep concerns in Chinese literary thought and explains how they diverge from Western literary theory. This beautifully designed volume will be indispensable to students of Chinese literature, while its translations and commentaries will open up Chinese literary thought to theorists and scholars of other languages.