An Adaptive Evolutionary Approach To Option Pricing Via Genetic Programming

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The Oxford Handbook of Computational Economics and Finance

Author : Shu-Heng Chen
Publisher : Oxford University Press
ISBN 13 : 0199844372
Total Pages : 785 pages
Book Rating : 4.1/5 (998 download)

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Book Synopsis The Oxford Handbook of Computational Economics and Finance by : Shu-Heng Chen

Download or read book The Oxford Handbook of Computational Economics and Finance written by Shu-Heng Chen and published by Oxford University Press. This book was released on 2018 with total page 785 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Applied Genetic Programming and Machine Learning

Author : Hitoshi Iba
Publisher : CRC Press
ISBN 13 : 1439803706
Total Pages : 354 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Applied Genetic Programming and Machine Learning by : Hitoshi Iba

Download or read book Applied Genetic Programming and Machine Learning written by Hitoshi Iba and published by CRC Press. This book was released on 2009-08-26 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: What do financial data prediction, day-trading rule development, and bio-marker selection have in common? They are just a few of the tasks that could potentially be resolved with genetic programming and machine learning techniques. Written by leaders in this field, Applied Genetic Programming and Machine Learning delineates the extension of Genetic

Computational Finance 1999

Author : Yaser S. Abu-Mostafa
Publisher : MIT Press
ISBN 13 : 9780262511070
Total Pages : 744 pages
Book Rating : 4.5/5 (11 download)

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Book Synopsis Computational Finance 1999 by : Yaser S. Abu-Mostafa

Download or read book Computational Finance 1999 written by Yaser S. Abu-Mostafa and published by MIT Press. This book was released on 2000 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.

Evolutionary Computation in Economics and Finance

Author : Shu-Heng Chen
Publisher : Physica
ISBN 13 : 3790817848
Total Pages : 459 pages
Book Rating : 4.7/5 (98 download)

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Book Synopsis Evolutionary Computation in Economics and Finance by : Shu-Heng Chen

Download or read book Evolutionary Computation in Economics and Finance written by Shu-Heng Chen and published by Physica. This book was released on 2013-11-11 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.

Handbook of Quantitative Finance and Risk Management

Author : Cheng-Few Lee
Publisher : Springer Science & Business Media
ISBN 13 : 0387771174
Total Pages : 1700 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Handbook of Quantitative Finance and Risk Management by : Cheng-Few Lee

Download or read book Handbook of Quantitative Finance and Risk Management written by Cheng-Few Lee and published by Springer Science & Business Media. This book was released on 2010-06-14 with total page 1700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globalization, market volatility, and economic crisis. This two-volume handbook, comprised of over 100 chapters, is the most comprehensive resource in the field to date, integrating the most current theory, methodology, policy, and practical applications. Showcasing contributions from an international array of experts, the Handbook of Quantitative Finance and Risk Management is unparalleled in the breadth and depth of its coverage. Volume 1 presents an overview of quantitative finance and risk management research, covering the essential theories, policies, and empirical methodologies used in the field. Chapters provide in-depth discussion of portfolio theory and investment analysis. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and analytical tools. Throughout, the handbook offers illustrative case examples, worked equations, and extensive references; additional features include chapter abstracts, keywords, and author and subject indices. From "arbitrage" to "yield spreads," the Handbook of Quantitative Finance and Risk Management will serve as an essential resource for academics, educators, students, policymakers, and practitioners.

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms

Author : Svenja Hager
Publisher : Springer Science & Business Media
ISBN 13 : 3834997021
Total Pages : 176 pages
Book Rating : 4.8/5 (349 download)

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Book Synopsis Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms by : Svenja Hager

Download or read book Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms written by Svenja Hager and published by Springer Science & Business Media. This book was released on 2008-09-08 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in the standard market model, the author focuses on the use of heterogeneous correlation structures.

Genetic Programming

Author : John R. Koza
Publisher : Morgan Kaufmann Publishers
ISBN 13 :
Total Pages : 924 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Genetic Programming by : John R. Koza

Download or read book Genetic Programming written by John R. Koza and published by Morgan Kaufmann Publishers. This book was released on 1998 with total page 924 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the Annual Conferences on Genetic Programming. These proceedings present the most recent research in the field of genetic programming as well as recent research results in the fields of genetic algorithms, artificial life and evolution strategies, DNA computing, evolvable hardware, and genetic learning classifier systems.

Intelligent Data Engineering and Automated Learning - IDEAL 2002

Author : Hujun Yin
Publisher : Springer Science & Business Media
ISBN 13 : 3540440259
Total Pages : 612 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Intelligent Data Engineering and Automated Learning - IDEAL 2002 by : Hujun Yin

Download or read book Intelligent Data Engineering and Automated Learning - IDEAL 2002 written by Hujun Yin and published by Springer Science & Business Media. This book was released on 2002-07-29 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2002, held in Manchester, UK in August 2002. The 89 revised papers presented were carefully reviewed and selected from more than 150 submissions. The book offers topical sections on data mining, knowledge engineering, text and document processing, internet applications, agent technology, autonomous mining, financial engineering, bioinformatics, learning systems, and pattern recognition.

Genetic Programming

Author : Julian F. Miller
Publisher : Springer
ISBN 13 : 3540453555
Total Pages : 394 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Genetic Programming by : Julian F. Miller

Download or read book Genetic Programming written by Julian F. Miller and published by Springer. This book was released on 2003-06-29 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 4th European Conference on Genetic Programming, EuroGP 2001, held at Lake Como, Italy in April 2001. The 17 revised full papers and 13 research posters presented were carefully reviewed and selected during a rigorous double-blind refereeing process out of 42 submissions. All current aspects of genetic programming are addressed, ranging from theoretical and foundational issues to applications in a variety of fields such as robotics, artificial retina, character recognition, financial prediction, digital filter and electronic circuit design, image processing, data fusion, and bio-sequencing.

Evolutionary Controversies in Economics

Author : Japan Association for Evolutionary Economics
Publisher : Springer Science & Business Media
ISBN 13 : 4431679030
Total Pages : 253 pages
Book Rating : 4.4/5 (316 download)

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Book Synopsis Evolutionary Controversies in Economics by : Japan Association for Evolutionary Economics

Download or read book Evolutionary Controversies in Economics written by Japan Association for Evolutionary Economics and published by Springer Science & Business Media. This book was released on 2011-06-27 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: In March 1997, we launched the Japan Association for Evolutionary Economics {JAFEE) to gather the academic minds that, out of dissatisfaction with established dynamic approaches, were separately searching for new approaches to economics. To our surprise and joy,as many as 500members, including graduate students,joined us. Later that year Prof. Horst Hanusch, then President of the International [oseph A. Schumpeter Society, remarked that such a start would take a couple of decades in Europe to prepare for. Since then we have been developing our activities incessantly not only in terms of the number of members, but also in terms of the intensity of international academic exchange. Originally the planning of this book came about as the successful outcome of our fourth annual conference organized as an international one, JAFEE 2000.Incorporat ing other international contributions related to our preceding conferences, this book has eventually turned out to be one of the most enterprising anthologies on evolu tionary economics ever published. Specifically, it contains excellent papers on such topics as streams of evolutionary economics, evolutionary nonlinear dynamics, experimental economics and evolution, multiagent systems and complexity, new frontiers for evolutionary economics, and economic heresies. In short, this book will provide a vivid and full-fledged picture of up-to-date evolutionary economics.

Hybrid Self-Organizing Modeling Systems

Author : Godfrey C Onwubolu
Publisher : Springer Science & Business Media
ISBN 13 : 3642015298
Total Pages : 297 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Hybrid Self-Organizing Modeling Systems by : Godfrey C Onwubolu

Download or read book Hybrid Self-Organizing Modeling Systems written by Godfrey C Onwubolu and published by Springer Science & Business Media. This book was released on 2009-06-15 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Group Method of Data Handling (GMDH) is a typical inductive modeling method that is built on principles of self-organization for modeling complex systems. This book clearly presents hybrids of some computational intelligence techniques and GMDH approach.

Genetic Algorithms and Genetic Programming in Computational Finance

Author : Shu-Heng Chen
Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen

Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Agent-based Approaches in Economic and Social Complex Systems

Author : Akira Namatame
Publisher : IOS Press
ISBN 13 : 9781586032258
Total Pages : 276 pages
Book Rating : 4.0/5 (322 download)

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Book Synopsis Agent-based Approaches in Economic and Social Complex Systems by : Akira Namatame

Download or read book Agent-based Approaches in Economic and Social Complex Systems written by Akira Namatame and published by IOS Press. This book was released on 2002 with total page 276 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores the field of artificial intelligence and features in-depth coverage of important theoretical areas including computational organization, computational economics, computational approaches in social science, and game theory. The conception of the multi-agent system is particularly attractive, as it promises autonomy based on the conceptual speciality of a rational agent as well as collective behaviour through interactions.

Applications of Evolutionary Computing

Author : Mario Giacobini
Publisher : Springer Science & Business Media
ISBN 13 : 3642011284
Total Pages : 857 pages
Book Rating : 4.6/5 (42 download)

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Book Synopsis Applications of Evolutionary Computing by : Mario Giacobini

Download or read book Applications of Evolutionary Computing written by Mario Giacobini and published by Springer Science & Business Media. This book was released on 2009-04-02 with total page 857 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed joint proceedings of eleven European workshops on the Theory and Applications of Evolutionary Computation, EvoWorkshops 2009, held in Tübingen, Germany, in April 2009 within the scope of the EvoStar 2009 event. The 68 revised full papers and 23 revised short papers presented were carefully reviewed and selected from a total of 143 submissions. With respect to the eleven workshops covered, the papers are organized in topical sections on telecommunication networks and other parallel and distributed systems, environmental issues, finance and economics, games, design automation, image analysis and signal processing, interactive evolution and humanized computational intelligence, music, sound, art and design, continuous parameter optimisation, stochastic and dynamic environments, as well as transportation and logistics.

An Introduction to Genetic Algorithms

Author : Melanie Mitchell
Publisher : MIT Press
ISBN 13 : 9780262631853
Total Pages : 226 pages
Book Rating : 4.6/5 (318 download)

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Book Synopsis An Introduction to Genetic Algorithms by : Melanie Mitchell

Download or read book An Introduction to Genetic Algorithms written by Melanie Mitchell and published by MIT Press. This book was released on 1998-03-02 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Genetic algorithms have been used in science and engineering as adaptive algorithms for solving practical problems and as computational models of natural evolutionary systems. This brief, accessible introduction describes some of the most interesting research in the field and also enables readers to implement and experiment with genetic algorithms on their own. It focuses in depth on a small set of important and interesting topics—particularly in machine learning, scientific modeling, and artificial life—and reviews a broad span of research, including the work of Mitchell and her colleagues. The descriptions of applications and modeling projects stretch beyond the strict boundaries of computer science to include dynamical systems theory, game theory, molecular biology, ecology, evolutionary biology, and population genetics, underscoring the exciting "general purpose" nature of genetic algorithms as search methods that can be employed across disciplines. An Introduction to Genetic Algorithms is accessible to students and researchers in any scientific discipline. It includes many thought and computer exercises that build on and reinforce the reader's understanding of the text. The first chapter introduces genetic algorithms and their terminology and describes two provocative applications in detail. The second and third chapters look at the use of genetic algorithms in machine learning (computer programs, data analysis and prediction, neural networks) and in scientific models (interactions among learning, evolution, and culture; sexual selection; ecosystems; evolutionary activity). Several approaches to the theory of genetic algorithms are discussed in depth in the fourth chapter. The fifth chapter takes up implementation, and the last chapter poses some currently unanswered questions and surveys prospects for the future of evolutionary computation.

Encyclopedia of Machine Learning

Author : Claude Sammut
Publisher : Springer Science & Business Media
ISBN 13 : 0387307680
Total Pages : 1061 pages
Book Rating : 4.3/5 (873 download)

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Book Synopsis Encyclopedia of Machine Learning by : Claude Sammut

Download or read book Encyclopedia of Machine Learning written by Claude Sammut and published by Springer Science & Business Media. This book was released on 2011-03-28 with total page 1061 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive encyclopedia, in A-Z format, provides easy access to relevant information for those seeking entry into any aspect within the broad field of Machine Learning. Most of the entries in this preeminent work include useful literature references.

Metaheuristics

Author : Patrick Siarry
Publisher : Springer
ISBN 13 : 331945403X
Total Pages : 501 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Metaheuristics by : Patrick Siarry

Download or read book Metaheuristics written by Patrick Siarry and published by Springer. This book was released on 2016-12-24 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Metaheuristics exhibit desirable properties like simplicity, easy parallelizability, and ready applicability to different types of optimization problems. After a comprehensive introduction to the field, the contributed chapters in this book include explanations of the main metaheuristics techniques, including simulated annealing, tabu search, evolutionary algorithms, artificial ants, and particle swarms, followed by chapters that demonstrate their applications to problems such as multiobjective optimization, logistics, vehicle routing, and air traffic management. The authors are leading researchers in this domain, with considerable teaching and applications experience, and the book will be of value to industrial practitioners, graduate students, and research academics.