Natural Computing in Computational Finance

1 Natural Computing in Computational Finance (Volume 4): Introduction.- 2 Calibrating Option Pricing Models with Heuristics.- 3 A Comparison Between Nature-Inspired and Machine Learning Approaches to Detecting Trend Reversals in Financial Time Series.- 4 A soft computing approach to enhanced indexation.- 5 Parallel Evolutionary Algorithms for Stock Market Trading Rule Selection on Many-Core Graphics Processors.- 6 Regime-Switching Recurrent Reinforcement Learning in Automated Trading.- 7 An Evolutionary Algorithmic Investigation of US Corporate Payout Policy Determination.- 8 Tackling Overfitting in Evolutionary-driven Financial Model Induction.- 9 An Order- Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market.- 10 Market Microstructure: A Self- Organizing Map Approach to Investigate Behavior Dynamics under an Evolutionary Environment.