Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for Forecasting, Trading and Hedging

Author:   Hitoshi Iba ,  Claus C. Aranha
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Edition:   2012 ed.
Volume:   11
ISBN:  

9783642276477


Pages:   248
Publication Date:   18 February 2012
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for Forecasting, Trading and Hedging


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Overview

“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.

Full Product Details

Author:   Hitoshi Iba ,  Claus C. Aranha
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   2012 ed.
Volume:   11
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   0.559kg
ISBN:  

9783642276477


ISBN 10:   3642276474
Pages:   248
Publication Date:   18 February 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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.

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