Genetic Algorithms and Genetic Programming in Computational Finance

Häftad, Engelska, 2012

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Beskrivning

After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance.

1 An Overview.- I Introduction.- 2 Genetic Algorithms in Economics and Finance.- 3 Genetic Programming: A Tutorial.- II Forecasting.- 4 GP and the Predictive Power of Internet Message Traffic.- 5 Genetic Programming of Polynomial Models for Financial Forecasting.- 6 NXCS: Hybrid Approach to Stock Indexes Forecasting.- III Trading.- 7 EDDIE for Financial Forecasting.- 8 Forecasting Market Indices Using Evolutionary Automatic Programming.- 9 Genetic Fuzzy Expert Trading System for NASDAQ Stock Market Timing.- IV Miscellaneous Applications Domains.- 10 Portfolio Selection and Management.- 11 Intelligent Cash Flow: Planning and Optimization Using GA.- 12 The Self-Evolving Logic of Financial Claim Prices.- 13 Using GP to Predict Exchange Rate Volatility.- 14 EDDIE for Stock Index Options and Futures Arbitrage.- V Agent-Based Computational Finance.- 15 A Model of Boundedly Rational Consumer Choice.- 16 Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market.- 17 Individual Rationality as a Partial Impediment to Market Efficiency.- 18 A Numerical Study on the Evolution of Portfolio Rules.- 19 Adaptive Portfolio Managers in Stock Markets.- 20 Learning and Convergence to Pareto Optimality.- VI Retrospect and Prospect.- 21 The New Evolutionary Computational Paradigm.