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

Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for…

byHitoshi Iba

Hardcover | February 18, 2012

Pricing and Purchase Info

$205.01 online 
$234.95 list price save 12%
Earn 1,025 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

"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.

Title:Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for…Format:HardcoverDimensions:248 pagesPublished:February 18, 2012Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3642276474

ISBN - 13:9783642276477

Look for similar items by category:

Reviews

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.