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Synopsis
This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation.
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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 026251107X
- ISBN 13 9780262511070
- BindingPaperback
- LanguageEnglish
- Number of pages734
- EditorAbu-Mostafa Yaser S., Lebaron Blake, Lo Andrew W.
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Computational Finance 1999
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Computational Finance 1999
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