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Genetic Algorithms and Genetic Programming in Computational Finance

Editors: Shu-Heng Chen (Ed.)

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eBook 142,79 €
price for Spain (gross)
  • ISBN 978-1-4615-0835-9
  • Digitally watermarked, DRM-free
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  • Immediate eBook download after purchase
Hardcover 291,19 €
price for Spain (gross)
  • ISBN 978-0-7923-7601-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-1-4613-5262-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

Table of contents (21 chapters)

Table of contents (21 chapters)
  • Genetic Algorithms and Genetic Programming in Computational Finance: An Overview of the Book

    Pages 1-26

    Chen, Shu-Heng

  • Genetic Algorithms In Economics and Finance: Forecasting Stock Market Prices And Foreign Exchange — A Review

    Pages 29-54

    Drake, Adrian E. (et al.)

  • Genetic Programming: A Tutorial With The Software Simple GP

    Pages 55-77

    Chen, Shu-Heng (et al.)

  • GP and the Predictive Power of Internet Message Traffic

    Pages 81-102

    Thomas, James D. (et al.)

  • Genetic Programming of Polynomial Models for Financial Forecasting

    Pages 103-123

    Nikolaev, Nikolay Y. (et al.)

Buy this book

eBook 142,79 €
price for Spain (gross)
  • ISBN 978-1-4615-0835-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 291,19 €
price for Spain (gross)
  • ISBN 978-0-7923-7601-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 187,19 €
price for Spain (gross)
  • ISBN 978-1-4613-5262-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Genetic Algorithms and Genetic Programming in Computational Finance
Editors
  • Shu-Heng Chen
Copyright
2002
Publisher
Springer US
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4615-0835-9
DOI
10.1007/978-1-4615-0835-9
Hardcover ISBN
978-0-7923-7601-9
Softcover ISBN
978-1-4613-5262-4
Edition Number
1
Number of Pages
XXI, 489
Topics