000 03146nam a22004695i 4500
001 978-3-642-27648-4
003 DE-He213
005 20140220083309.0
007 cr nn 008mamaa
008 120215s2012 gw | s |||| 0|eng d
020 _a9783642276484
_9978-3-642-27648-4
024 7 _a10.1007/978-3-642-27648-4
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
100 1 _aIba, Hitoshi.
_eauthor.
245 1 0 _aPractical Applications of Evolutionary Computation to Financial Engineering
_h[electronic resource] :
_bRobust Techniques for Forecasting, Trading and Hedging /
_cby Hitoshi Iba, Claus C. Aranha.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2012.
300 _aXII, 248p. 163 illus., 89 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aAdaptation, Learning, and Optimization,
_x1867-4534 ;
_v11
505 0 _aIntroduction to Genetic Algorithms -- Advanced topics in Evolutionary Computation -- Financial Engineering -- Predicting Financial Data -- Trend Analysis -- Trading Rule Generation for Foreign Exchange (FX) -- Portfolio Optimization.
520 _a“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.
650 0 _aEngineering.
650 0 _aArtificial intelligence.
650 1 4 _aEngineering.
650 2 4 _aComputational Intelligence.
650 2 4 _aArtificial Intelligence (incl. Robotics).
650 2 4 _aFinance/Investment/Banking.
700 1 _aAranha, Claus C.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642276477
830 0 _aAdaptation, Learning, and Optimization,
_x1867-4534 ;
_v11
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-27648-4
912 _aZDB-2-ENG
999 _c102645
_d102645