Table of Contents

Table of Contents

Preface

Chapter 1. Short-term Market Forecasting for Intraday Trading with Neuro-Evolutionary Modeling
(Antonia Azzini, Mauro Dragoni and Andrea G. B. Tettamanzi, Università degli Studi di Milano, Italy and others)

Chapter 2. Detecting Fraudulent Financial Statements through Nature Inspired Techniques
(Yorgos Goletsis, Christos Katsis and Evangelos Koumanakos, University of Ioannina, Greece, and others)

Chapter 3. High-frequency Trading With Type-2 Fuzzy Logic Time Series Forecasting and Hilbert Transforms
(Abdalla Kablan and Wing Lon Ng, University of Malta, Malta, and others)

Chapter 4. Production of Efficient Wealth Maximization Using Neuroeconomic Behavioral Drivers and Continuous Automated Trading
(Nina Kajiji and John Forman, Department of Computer Science and Statistics, University of Rhode Island, USA, and others)

Chapter 5. Applications of Stochastic Hybrid Systems in Portfolio Optimization
(Erdem Kilic, Azar Karimov and Gerhard-Wilhelm Weber, Middle East Technical University, Turkey)

Chapter 6. Genetic Programming: Current Trends and Applications in Computational Finance
(Gabriel Kronberger, Michael Affenzeller and Stefan Fink, University of Applied Science Upper Austria, Austria, and others)

Chapter 7. Mean-variance Portfolio Optimization with Cardinality and Class Constraints Using Multiobjective Evolutionary Algorithms
(Georgios Mamanis and Konstantinos P. Anagnostopoulos, Democritus University of Thrace, Greece)

Chapter 8. A Review of Multi-criteria Portfolio Optimization by Mathematical Programming
(Bartosz Sawik, AGH University of Science & Technology, Poland)

Chapter 9. Predicting Stock Price Movements from Concept Map Information
(Ankit Soni, Nees Jan Van Eck and Uzay Kaymak, Indian Institute of Technology Kanpur, India)

Chapter 10. Computational Practice: Multivariate Parametric or Nonparametric Modelling of European Bond Volatility Spillover?
(Nina Kajiji and Gordon H. Dash, Jr., University of Rhode Island, USA)

Index