Biologically Inspired Algorithms for Financial Modelling Book

Introduction: Introduction.- Part 1 Methodologies: Introduction to Modelling.- Neural Network Methodologies.- Evolutionary Methodologies.- Grammatical Evolution.- The Particle Swarm Model.- Ant Colony Systems.- Artificial Immune Systems.- Part 2 Model Development: Model Development Process.- Technical Analysis.- Overview of Case Studies.- Index Prediction Using MLPs.- Part 3 Case Studies: Index Prediction Using a Hybrid MLP-GA.- Index Trading Using Grammatical Evolution.- Intra-day Trading Using Grammatical Evolution.- Automatic Generation of Foreign Exchange Trading Rules.- Corporate Failure Prediction Using GE.- Corporate Failure Prediction Using an Ant-Clustering Model.- Bond Rating Using GE.- Bond Rating Using AIS.- Wrap-up.- References.