Genetic Algorithms and Genetic Programming in Computational Finance
Title | Genetic Algorithms and Genetic Programming in Computational Finance PDF eBook |
Author | Shu-Heng Chen |
Publisher | Springer Science & Business Media |
Pages | 491 |
Release | 2012-12-06 |
Genre | Business & Economics |
ISBN | 1461508355 |
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.
Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs
Title | Parallel Genetic Algorithms for Financial Pattern Discovery Using GPUs PDF eBook |
Author | João Baúto |
Publisher | Springer |
Pages | 103 |
Release | 2018-02-03 |
Genre | Technology & Engineering |
ISBN | 331973329X |
This Brief presents a study of SAX/GA, an algorithm to optimize market trading strategies, to understand how the sequential implementation of SAX/GA and genetic operators work to optimize possible solutions. This study is later used as the baseline for the development of parallel techniques capable of exploring the identified points of parallelism that simply focus on accelerating the heavy duty fitness function to a full GPU accelerated GA.
Computational Finance 1999
Title | Computational Finance 1999 PDF eBook |
Author | Yaser S. Abu-Mostafa |
Publisher | MIT Press |
Pages | 744 |
Release | 2000 |
Genre | Business & Economics |
ISBN | 9780262511070 |
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.
Natural Computing in Computational Finance
Title | Natural Computing in Computational Finance PDF eBook |
Author | Anthony Brabazon |
Publisher | Springer |
Pages | 220 |
Release | 2010-07-11 |
Genre | Technology & Engineering |
ISBN | 3642139507 |
The chapters in this book illustrate the application of a range of cutting-edge natural computing and agent-based methodologies in computational finance and economics. The eleven chapters were selected following a rigorous, peer-reviewed, selection process.
Biologically Inspired Algorithms for Financial Modelling
Title | Biologically Inspired Algorithms for Financial Modelling PDF eBook |
Author | Anthony Brabazon |
Publisher | Springer Science & Business Media |
Pages | 276 |
Release | 2006-03-28 |
Genre | Computers |
ISBN | 3540313079 |
Predicting the future for financial gain is a difficult, sometimes profitable activity. The focus of this book is the application of biologically inspired algorithms (BIAs) to financial modelling. In a detailed introduction, the authors explain computer trading on financial markets and the difficulties faced in financial market modelling. Then Part I provides a thorough guide to the various bioinspired methodologies – neural networks, evolutionary computing (particularly genetic algorithms and grammatical evolution), particle swarm and ant colony optimization, and immune systems. Part II brings the reader through the development of market trading systems. Finally, Part III examines real-world case studies where BIA methodologies are employed to construct trading systems in equity and foreign exchange markets, and for the prediction of corporate bond ratings and corporate failures. The book was written for those in the finance community who want to apply BIAs in financial modelling, and for computer scientists who want an introduction to this growing application domain.
Genetic Algorithms and Applications for Stock Trading Optimization
Title | Genetic Algorithms and Applications for Stock Trading Optimization PDF eBook |
Author | Kapoor, Vivek |
Publisher | IGI Global |
Pages | 262 |
Release | 2021-06-25 |
Genre | Computers |
ISBN | 1799841065 |
Genetic algorithms (GAs) are based on Darwin’s theory of natural selection and survival of the fittest. They are designed to competently look for solutions to big and multifaceted problems. Genetic algorithms are wide groups of interrelated events with divided steps. Each step has dissimilarities, which leads to a broad range of connected actions. Genetic algorithms are used to improve trading systems, such as to optimize a trading rule or parameters of a predefined multiple indicator market trading system. Genetic Algorithms and Applications for Stock Trading Optimization is a complete reference source to genetic algorithms that explains how they might be used to find trading strategies, as well as their use in search and optimization. It covers the functions of genetic algorithms internally, computer implementation of pseudo-code of genetic algorithms in C++, technical analysis for stock market forecasting, and research outcomes that apply in the stock trading system. This book is ideal for computer scientists, IT specialists, data scientists, managers, executives, professionals, academicians, researchers, graduate-level programs, research programs, and post-graduate students of engineering and science.
Genetic Programming Theory and Practice VII
Title | Genetic Programming Theory and Practice VII PDF eBook |
Author | Rick Riolo |
Publisher | Springer Science & Business Media |
Pages | 242 |
Release | 2009-11-07 |
Genre | Computers |
ISBN | 1441916261 |
Genetic Programming Theory and Practice VII presents the results of the annual Genetic Programming Theory and Practice Workshop, contributed by the foremost international researchers and practitioners in the GP arena. Contributions examine the similarities and differences between theoretical and empirical results on real-world problems, and explore the synergy between theory and practice, producing a comprehensive view of the state of the art in GP application. Application areas include chemical process control, circuit design, financial data mining and bio-informatics, to name a few. About this book: Discusses the hurdles encountered when solving large-scale, cutting-edge applications, provides in-depth presentations of the latest and most significant applications of GP and the most recent theoretical results with direct applicability to state-of-the-art problems. Genetic Programming Theory and Practice VII is suitable for researchers, practitioners and students of Genetic Programming, including industry technical staffs, technical consultants and business entrepreneurs.