Adaptation, Learning, and Optimization

Practical Applications of Evolutionary Computation to Financial Engineering

Robust Techniques for Forecasting, Trading and Hedging

Authors: Iba, Hitoshi, Aranha, Claus C.

  • Delivers theoretical and practical knowledge on finance and evolutionary economics
  • Presents an overview of evolutionary methods for computational finances and provides workable simulators for end-users
  • Written by leading experts in the field
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eBook $139.00
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  • ISBN 978-3-642-27648-4
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  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-642-27647-7
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  • Usually dispatched within 3 to 5 business days.
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About this book

“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.

Table of contents (7 chapters)

  • Introduction to Genetic Algorithms

    Iba, Hitoshi (et al.)

    Pages 1-17

  • Advanced Topics in Evolutionary Computation

    Iba, Hitoshi (et al.)

    Pages 19-59

  • Financial Engineering

    Iba, Hitoshi (et al.)

    Pages 61-84

  • Predicting Financial Data

    Iba, Hitoshi (et al.)

    Pages 85-121

  • Trend Analysis

    Iba, Hitoshi (et al.)

    Pages 123-140

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-642-27648-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-642-27647-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Practical Applications of Evolutionary Computation to Financial Engineering
Book Subtitle
Robust Techniques for Forecasting, Trading and Hedging
Authors
Series Title
Adaptation, Learning, and Optimization
Series Volume
11
Copyright
2012
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer Berlin Heidelberg
eBook ISBN
978-3-642-27648-4
DOI
10.1007/978-3-642-27648-4
Hardcover ISBN
978-3-642-27647-7
Series ISSN
1867-4534
Edition Number
1
Number of Pages
XII, 248
Topics