Natural Computing in Computational Finance

By A. Brabazon, Michael O'Neill. 2010

75 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research, Economics & Operations Research, Evolutionary Computation

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Omer Berat Sezer
2. A. Ozbayoglu
3. M. Ugur Gudelek

In Finance

1. M. Ugur Gudelek
2. A. Ozbayoglu
3. Omer Berat Sezer
4. Weiwei Jiang
5. Longbing Cao

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

In Economics & Operations Research

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer

In Evolutionary Computation

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “There were published books on stock market forecasting [2], trading system development [3], practical examples of forex and market forecasting applications [4] using ML models like Artificial Neural Networks (ANNs), Evolutionary Computations (ECs), Genetic Programming (GP) and Agent-based models [5]”
• Deep Learning for Financial Applications : A Survey (2020, background): “The publications in [8, 9, 10, 11] constitute some of the books that cover the implementations of soft computing models in finance.”