عنوان

Practical applications of evolutionary computation to financial engineering :

(Number (ISBN

1280795387

(Number (ISBN

3642276474

(Number (ISBN

3642276482

(Number (ISBN

9781280795381

(Number (ISBN

9783642276477

(Number (ISBN

9783642276484

Number

b567347

Title Proper

Practical applications of evolutionary computation to financial engineering :

General Material Designation

[Book]

Other Title Information

robust techniques for forecasting, trading and hedging

First Statement of Responsibility

Hitoshi Iba and Claus C. Aranha.

Place of Publication, Distribution, etc.

Berlin ; New York

Name of Publisher, Distributor, etc.

Springer

Date of Publication, Distribution, etc.

©2012.

Specific Material Designation and Extent of Item

(xii, 246 pages)

Series Title

Adaptation, learning and optimization, v. 11.

Text of Note

Introduction to Genetic Algorithms --; Advanced topics in Evolutionary Computation --; Financial Engineering --; Predicting Financial Data --; Trend Analysis --; Trading Rule Generation for Foreign Exchange (FX) --; Portfolio Optimization.

Text of Note

Practical Applications of Evolutionary Computation to Financial Engineering presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.

BUSINESS & ECONOMICS -- Economics -- General.

Evolutionary computation.

Financial engineering.

Class number

Book number

Hitoshi Iba and Claus C. Aranha.

Claus C Aranha

Hitoshi Iba

Electronic name

[Book]

Y