Items related to Computational Finance 1999
Synopsis
Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.
"synopsis" may belong to another edition of this title.
Synopsis
Covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning and Monte Carlo simulation. These methods are applied to a range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.
About the Author
Blake LeBaron is Assistant Professor of Economics at the University of Wisconsin, Madison.
"About this title" may belong to another edition of this title.
- PublisherMIT Press
- Publication date2000
- ISBN 10 0262011786
- ISBN 13 9780262011785
- BindingHardcover
- LanguageEnglish
- Number of pages736
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