Evolutionary Computation in Economics and Finance

• Κύριος συγγραφέας: Chen, Shu-Heng (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2002.
• Έκδοση: 1st ed. 2002.
• Σειρά: Studies in Fuzziness and Soft Computing, 100
• Θέματα: Artificial intelligence.; Economic theory.; Finance.; Algorithms.; Game theory.; Artificial Intelligence.; Economic Theory/Quantitative Economics/Mathematical Methods.; Finance, general.; Algorithm Analysis and Problem Complexity.; Game Theory, Economics, Social and Behav. Sciences.

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 h...

Πίνακας περιεχομένων:

• 1 Evolutionary Computation in Economics and Finance: An Overview of the Book
• 2 Playing Games with Genetic Algorithms
• 3 Genetic Algorithm Learning and Economic Evolution
• 4 Using Symbolic Regression to Infer Strategies from Experimental Data
• 5 The Efficiency of an Artificial Double Auction Stock Market with Neural Learning Agents
• 6 On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming
• 7 Exchange Rate Volatility in the Artificial Foreign Exchange Market
• 8 Using an Artificial Market Approach to Analyze Exchange Rate Scenarios
• 9 Emulating Trade in Emissions Permits: An Application of Genetic Algorithms
• 10 Cooperative Computation with Market Mechanism
• 11 Hysteresis in an Evolutionary Labor Market with Adaptive Search
• 12 Computable Learning, Neural Networks and Institutions
• 13 On Two Types of GA-Learning
• 14 Evolutionary Computation and Economic Models: Sensitivity and Unintended Consequences
• 15 Tinkering with Genetic Algorithms: Forecasting and Data Mining in Finance and Economics
• 16 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Technical Trading Rules
• 17 Evolutionary Induction of Trading Models
• 18 Optimizing Technical Trading Strategies with Split Search Genetic Algorithms
• 19 GP Forecasts of Stock Prices for Profitable Trading
• 20 Option Pricing Via Genetic Programming
• 21 Evolutionary Computation in Option Pricing: Determining Implied Volatilities Based on American Put Options
• 22 Evolutionary Computation in Economics and Finance: A Bibliography.