Genetic Algorithms and Genetic Programming in Computational Finance:
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 subj...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
2002
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| Ausgabe: | 1st ed. 2002 |
| Schlagworte: | |
| Online-Zugang: | BTU01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 Online-Ressource (XXI, 489 p) |
| ISBN: | 9781461508359 |
| DOI: | 10.1007/978-1-4615-0835-9 |
Internformat
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| spelling | Genetic Algorithms and Genetic Programming in Computational Finance edited by Shu-Heng Chen 1st ed. 2002 New York, NY Springer US 2002 1 Online-Ressource (XXI, 489 p) txt rdacontent c rdamedia cr rdacarrier 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 Economics, general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Finance, general Economics Management science Economic theory Operations research Decision making Finance Genetischer Algorithmus (DE-588)4265092-6 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 2000 Barcelona gnd-content Genetischer Algorithmus (DE-588)4265092-6 s Finanzmathematik (DE-588)4017195-4 s DE-604 Shu-Heng Chen edt Erscheint auch als Druck-Ausgabe 9780792376019 Erscheint auch als Druck-Ausgabe 9781461352624 Erscheint auch als Druck-Ausgabe 9781461508366 https://doi.org/10.1007/978-1-4615-0835-9 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Genetic Algorithms and Genetic Programming in Computational Finance Economics, general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Finance, general Economics Management science Economic theory Operations research Decision making Finance Genetischer Algorithmus (DE-588)4265092-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4265092-6 (DE-588)4017195-4 (DE-588)1071861417 |
| title | Genetic Algorithms and Genetic Programming in Computational Finance |
| title_auth | Genetic Algorithms and Genetic Programming in Computational Finance |
| title_exact_search | Genetic Algorithms and Genetic Programming in Computational Finance |
| title_exact_search_txtP | Genetic Algorithms and Genetic Programming in Computational Finance |
| title_full | Genetic Algorithms and Genetic Programming in Computational Finance edited by Shu-Heng Chen |
| title_fullStr | Genetic Algorithms and Genetic Programming in Computational Finance edited by Shu-Heng Chen |
| title_full_unstemmed | Genetic Algorithms and Genetic Programming in Computational Finance edited by Shu-Heng Chen |
| title_short | Genetic Algorithms and Genetic Programming in Computational Finance |
| title_sort | genetic algorithms and genetic programming in computational finance |
| topic | Economics, general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Finance, general Economics Management science Economic theory Operations research Decision making Finance Genetischer Algorithmus (DE-588)4265092-6 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Economics, general Economic Theory/Quantitative Economics/Mathematical Methods Operations Research/Decision Theory Finance, general Economics Management science Economic theory Operations research Decision making Finance Genetischer Algorithmus Finanzmathematik Konferenzschrift 2000 Barcelona |
| url | https://doi.org/10.1007/978-1-4615-0835-9 |
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