Practical Applications of Evolutionary Computation to Financial Engineering - Hitoshi Iba, Claus C. Aranha

Practical Applications of Evolutionary Computation to Financial Engineering

Robust Techniques for Forecasting, Trading and Hedging
Buch | Softcover
XII, 248 Seiten
2016 | 1. Softcover reprint of the original 1st ed. 2012
Springer Berlin (Verlag)
978-3-662-52022-2 (ISBN)
106,99 inkl. MwSt
This book bridges the gap between computer science academics and traders, presenting state-of-the-art techniques in financial engineering using machine learning and evolutionary computation. Includes information on software for implementing solutions.
lt;p>"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.

Introduction to Genetic Algorithms.- Advanced topics in Evolutionary Computation.- Financial Engineering.- Predicting Financial Data.- Trend Analysis.- Trading Rule Generation for Foreign Exchange (FX).- Portfolio Optimization.

Erscheinungsdatum
Reihe/Serie Adaptation, Learning, and Optimization
Zusatzinfo XII, 248 p.
Verlagsort Berlin
Sprache englisch
Maße 155 x 235 mm
Gewicht 403 g
Themenwelt Informatik Theorie / Studium Künstliche Intelligenz / Robotik
Technik
Wirtschaft Betriebswirtschaft / Management Finanzierung
Schlagworte evolutionary optimization • Financial Engineering • Genetic algorithms • genetic programming • Memetic Algorithms
ISBN-10 3-662-52022-2 / 3662520222
ISBN-13 978-3-662-52022-2 / 9783662520222
Zustand Neuware
Haben Sie eine Frage zum Produkt?
Mehr entdecken
aus dem Bereich
von absurd bis tödlich: Die Tücken der künstlichen Intelligenz

von Katharina Zweig

Buch | Softcover (2023)
Heyne (Verlag)
20,00