Genetic algorithms and genetic programming in computational finance.
Publisher: [S.l.] : Springer, 2002Edition: 1st edDescription: 512 p. ; 25 cmISBN: 0792376013; 9780792376019DDC classification: 332.015118 Online resources: Amazon.com | Amazon customer reviews Summary: 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.| Item type | Current location | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Book
|
Central Library (CL) | Central Library (CL) | 332.055118 CHE (Browse shelf) | Available | NBS6812 |
Browsing Central Library (CL) shelves Close shelf browser
| 332.042092 PER Confessions of an economic hit man / | 332.042095 GRI Currency and contest in East Asia : the great power politics of financial regionalism / | 332.05 LAS Your Money Manager | 332.055118 CHE Genetic algorithms and genetic programming in computational finance. | 332.087297 MAL Financing in Islam : | 332.087297 MAL Financing in Islam : | 332.087297 MAL Financing in Islam : |
Hardcover.
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.
There are no comments on this title.