Brabazon A., O’Neill M. Biologically Inspired Algorithms for Financial Modelling

Berlin, Springer-Verlag, 2006. - 276p.The first part examines mathematical models of optimization and decision-making, built by analogy with objects of living nature, including neural networks, evolutionary models, including a model of grammatical evolution, models of a swarm of particles and a colony of ants, and a model of the immune system. The second part examines the process of using a mathematical model to build a trading system and provides an overview of technical analysis indicators. In the third part, these approaches are applied to problems related to trading on the stock exchange, namely index forecasting, intraday trading, building an adaptive trading system, automatically developing rules for trading on the FOREX market, predicting the fall in corporate stock prices, and bond valuation.For traders who remain enthusiastic about mathematical methods in trading.