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020 _a0792376013
020 _a9780792376019
040 _c0
082 0 4 _a332.015118
100 _aChen, Shu-Heng.
245 0 0 _aGenetic algorithms and genetic programming in computational finance.
250 _a1st ed.
260 _a[S.l.] :
_bSpringer,
_c2002.
300 _a512 p. ;
_c25 cm.
500 _aHardcover.
520 _aAfter 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.
700 1 _aChen, Shu-Heng.
856 4 0 _3Amazon.com
_uhttp://www.amazon.com/exec/obidos/ASIN/0792376013/chopaconline-20
856 4 0 _3Amazon customer reviews
_uhttp://www.chopac.org/cgi-bin/tools/azrev.pl?q=0792376013
942 _aNBS
_cBK
_k332.055118 CHE
_2ddc
999 _c346357
_d346357