Delivery included to the United States

Genetic Algorithms and Genetic Programming in Computational Finance

Genetic Algorithms and Genetic Programming in Computational Finance

2002

Hardback (31 Jul 2002)

Save $63.30

  • RRP $382.80
  • $319.50
Add to basket

Includes delivery to the United States

10+ copies available online - Usually dispatched within 7 days

Publisher's Synopsis

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.

Book information

ISBN: 9780792376019
Publisher: Springer US
Imprint: Springer
Pub date:
Edition: 2002
DEWEY: 332.015118
DEWEY edition: 21
Language: English
Number of pages: 489
Weight: 900g
Height: 244mm
Width: 167mm
Spine width: 33mm