Practical Applications of Evolutionary Computation to Financial Engineering Robust Techniques for Forecasting, Trading and Hedging /

• Main Authors: Iba, Hitoshi (Author), Aranha, Claus C. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2012.
• Series: Adaptation, Learning, and Optimization, 11
• Subjects: Engineering.; Finance.; Artificial intelligence.; Computational intelligence.; Computational Intelligence.; Artificial Intelligence (incl. Robotics).; Finance, general.

“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 expla...

Table of Contents:

• Introduction to Genetic Algorithms
• Advanced topics in Evolutionary Computation
• Financial Engineering
• Predicting Financial Data
• Trend Analysis
• Trading Rule Generation for Foreign Exchange (FX)
• Portfolio Optimization.