Items related to Computational Finance 1999
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.
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About the Author
Blake LeBaron is Assistant Professor of Economics at the University of Wisconsin, Madison.
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