Genetic Algorithms and Genetic Programming in Computational Finance - Hardcover

 
9780792376019: Genetic Algorithms and Genetic Programming in Computational Finance

Synopsis

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.

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Product Description

After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. This book is devoted to a comprehensive review of this subject. It contains chapters that cover various areas of computational finance, including financial forecasting, trading strategies development, and more.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9781461352624: Genetic Algorithms and Genetic Programming in Computational Finance

Featured Edition

ISBN 10:  1461352622 ISBN 13:  9781461352624
Publisher: Springer, 2012
Softcover