By Shu-Heng Chen (auth.), Shu-Heng Chen (eds.)
After a decade of improvement, genetic algorithms and genetic programming became a generally authorized toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering quantity dedicated solely to a scientific and finished evaluate of this topic. Chapters hide quite a few parts of computational finance, together with monetary forecasting, buying and selling techniques improvement, money move administration, choice pricing, portfolio administration, volatility modeling, arbitraging, and agent-based simulations of man-made inventory markets. instructional chapters also are integrated to aid readers quick clutch the essence of those instruments. eventually, a menu-driven software, basic GP, accompanies the amount, in order to let readers with out a powerful programming history to realize hands-on event in facing a lot of the technical fabric brought during this work.
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