Genetic Algorithms and Genetic Programming in Computational Finance (BOK)

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After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2012 Forlag
Springer
ISBN 9781461352624 Antall sider 518
Dimensjoner 15,6cm x 23,4cm x 2,6cm Vekt 783 gram
Leverandør Bertram Trading Ltd Andre medvirkende Shu-Heng Chen
Emner og form Economic theory & philosophy, Finance, Operational research