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Genetic algorithms and genetic programming in computational finance

Genetic algorithms and genetic programming in computational finance (Loan 4 times)

Material type
단행본
Personal Author
Chen, Shu-Heng 1959-
Title Statement
Genetic algorithms and genetic programming in computational finance / edited by Shu-Heng Chen.
Publication, Distribution, etc
Boston :   Kluwer Academic Publishers ,   c2002.  
Physical Medium
xx, 489 p. : ill. ; 25 cm. + 1 CD-ROM (4 3/4 in.).
ISBN
0792376013
General Note
"Ten chapters ... are based on a selection of papers presented at the 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE'2000), which was held at Universitat Pompeu Fabra, Barcelona, Catalonia, Spain on July 6-8, 2000"--Pref.  
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models. Genetic algorithms. Genetic programming (Computer science) Stocks -- Prices -- Mathematical models.
000 01454pamuu22003014a 4500
001 000045208597
005 20051130102701
008 020419s2002 maua b 001 0 eng
010 ▼a 2002070058
020 ▼a 0792376013
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
042 ▼a pcc
050 0 0 ▼a HG106 ▼b .G464 2002
082 0 0 ▼a 332/.01/5118 ▼2 21
090 ▼a 332.015118 ▼b G328
245 0 0 ▼a Genetic algorithms and genetic programming in computational finance / ▼c edited by Shu-Heng Chen.
260 ▼a Boston : ▼b Kluwer Academic Publishers , ▼c c2002.
300 ▼a xx, 489 p. : ▼b ill. ; ▼c 25 cm. + ▼e 1 CD-ROM (4 3/4 in.).
500 ▼a "Ten chapters ... are based on a selection of papers presented at the 6th International Conference of the Society for Computational Economics on Computing in Economics and Finance (SCE'2000), which was held at Universitat Pompeu Fabra, Barcelona, Catalonia, Spain on July 6-8, 2000"--Pref.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Genetic algorithms.
650 0 ▼a Genetic programming (Computer science)
650 0 ▼a Stocks ▼x Prices ▼x Mathematical models.
700 1 ▼a Chen, Shu-Heng ▼d 1959-
711 2 ▼a International Conference of the Society for Computational Economics on Computing in Economics and Finance ▼n (6th : ▼d 2000 : ▼c Universitat Pompeu Fabra)
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.015118 G328 Accession No. 111340797 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

List of Figures. List of Tables. Preface. 1. An Overview; S.-H. Chen. Part I: Introduction. 2. Genetic Algorithms in Economics and Finance; A.E. Drake, R.E. Marks. 3. Genetic Programming: A Tutorial; S.-H. Chen, et al. Part II: Forecasting. 4. GP and the Predictive Power of Internet Message Traffic; J.D. Thomas, K. Sycara. 5. Genetic Programming of Polynomial Models for Financial Forecasting; N.Y. Nikolaev, H. Iba. 6. NXCS: Hybrid Approach to Stock Indexes Forecasting; G. Armano, et al. Part III: Trading. 7. EDDIE for Financial Forecasting; E.P.K. Tsang, J. Li. 8. Forecasting Market Indices Using Evolutionary Automatic Programming; O'Neil, et al. 9.Genetic Fuzzy Expert Trading System for NASDAQ Stock Market Timing; S.S. Lam, et al. Part IV: Miscellaneous Applications Domains. 10. Portfolio Selection and Management; J.G.L. Lazo, et al. 11. Intelligent Cash Flow: Planning and Optimization Using GA; M.A.C. Pacheco, et al. 12. The Self-Evolving Logic of Financial Claim Prices; T.H. Noe, J. Wang. 13. using GP to Predict Exchange Rate Volatility; C.J. Neely, P.A. Weller. 14. EDDIE for Stock Index Options and Futures Arbitrage; S. Markose, et al. Part V: Agent-Based Computational Finance. 15. A Model of Boundedly Rational Consumer Choice; T. Riechmann. 16. Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market; S.-H. Chen, C.-C. Liao. 17. Individual Rationality as a Partial Impediment to Market Efficiency; S.-H. Chen, et al. 18. A Numerical Study on the Evolution of Portfolio Rules; G. Caldarelli, et al. 19. Adaptive Portfolio Managers in Stock Markets; K.Y. Szeto. 20. Learning and Convergence to Pareto Optimality; C.R. Birchenhall, J.-S. Lin. Part VI: Retrospect and Prospect. 21. The New Evolutionary Computational Paradigm; S.M. Markose. Index.


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