Practical Applications of Evolutionary Computation to Financial Engineering: Robust Techniques for Forecasting, Trading and Hedging (Adaptation, Learning, and Optimization, #11)

by Hitoshi Iba and Claus C. Aranha

0 ratings • 0 reviews • 0 shelved
Book cover for Practical Applications of Evolutionary Computation to Financial Engineering

Bookhype may earn a small commission from qualifying purchases. Full disclosure.

"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.

  • ISBN13 9783662520222
  • Publish Date 23 August 2016 (first published 1 January 2012)
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Edition Softcover reprint of the original 1st ed. 2012
  • Format Paperback
  • Pages 248
  • Language English