Computational Intelligence Techniques for Trading and Investment

Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment.

The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading.

This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.

Christian Dunis is Emeritus Professor of Banking and Finance at Liverpool John Moores University, UK and Joint General Manager of global risk and new products at Horus Partners Wealth Management Group SA, Switzerland.

Spiros Likothanassis is Professor and Director at the Pattern Recognition Laboratory in the Department of Computer Engineering and Informatics at the University of Patras, Greece.

Andreas Karathanasopoulos is Senior Lecturer in Finance and Risk Management at the University of East London, UK

Georgios Sermpinis is Senior Lecturer in Economics at the University of Glasgow, UK.

Konstantinos Theofilatos is a Post-Doctoral Researcher in the Department of Computer Engineering and Informatics at the University of Patras, Greece.