Genetic Algorithms and Genetic Programming in Computational Finance
暫譯: 計算金融中的遺傳演算法與遺傳程式設計

Shu-Heng Chen

  • 出版商: Kluwer Academic Publ
  • 出版日期: 2002-07-31
  • 售價: $1,050
  • 貴賓價: 9.8$1,029
  • 語言: 英文
  • 頁數: 489
  • 裝訂: Hardcover
  • ISBN: 0792376013
  • ISBN-13: 9780792376019
  • 相關分類: Algorithms-data-structures
  • 無法訂購

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商品描述

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.

商品描述(中文翻譯)

經過十年的發展,遺傳演算法(Genetic Algorithms)和遺傳程式設計(Genetic Programming)已成為計算金融(Computational Finance)中廣泛接受的工具包。《計算金融中的遺傳演算法與遺傳程式設計》是一本專門致力於系統性和全面性回顧此主題的開創性著作。各章節涵蓋計算金融的不同領域,包括金融預測、交易策略開發、現金流管理、選擇權定價、投資組合管理、波動性建模、套利以及基於代理的人工股市模擬。書中還包含兩個教學章節,以幫助讀者快速掌握這些工具的精髓。最後,隨書附贈一個菜單驅動的軟體程式Simple GP,這將使沒有強大程式設計背景的讀者能夠獲得處理本書中介紹的許多技術材料的實作經驗。