English | July 31, 2002 | ISBN: 1461352622 | 489 pages | PDF | 18 MB
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.

本帖隐藏的内容
Genetic Algorithms and Genetic Programming in Computational Finance 2004 Shu-Heng Chen.pdf
(17.96 MB, 需要: 6 个论坛币)


雷达卡





京公网安备 11010802022788号







