Genetic Algorithms and Genetic Programming in Computational Finance

摘要: List of Figures. Tables. Preface. 1. An Overview S.-H. Chen. Part I: Introduction. 2. Genetic Algorithms in Economics and Finance A.E. Drake, R.E. Marks. 3. Programming: A Tutorial Chen, et al. II: Forecasting. 4. GP the Predictive Power Internet Message Traffic J.D. Thomas, K. Sycara. 5. Programming Polynomial Models for Financial Forecasting N.Y. Nikolaev, H. Iba. 6. NXCS: Hybrid Approach to Stock Indexes G. Armano, III: Trading. 7. EDDIE E.P.K. Tsang, J. Li. 8. Market Indices Using Evolutionary Automatic O'Neil, 9.Genetic Fuzzy Expert Trading System NASDAQ Timing S.S. Lam, IV: Miscellaneous Applications Domains. 10. Portfolio Selection Management J.G.L. Lazo, 11. Intelligent Cash Flow: Planning Optimization GA M.A.C. Pacheco, 12. The Self-Evolving Logic Claim Prices T.H. Noe, Wang. 13. using Predict Exchange Rate Volatility C.J. Neely, P.A. Weller. 14. Index Options Futures Arbitrage S. Markose, V: Agent-Based Computational Finance. 15. Model Boundedly Rational Consumer Choice T. Riechmann. 16. Price Discovery Modeling Artificial C.-C. Liao. 17. Individual Rationality as a Partial Impediment Efficiency 18. Numerical Study on Evolution Rules Caldarelli, 19. Adaptive Managers Markets K.Y. Szeto. 20. Learning Convergence Pareto Optimality C.R. Birchenhall, J.-S. Lin. VI: Retrospect Prospect. 21. New Paradigm S.M. Markose. Index.