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Evolutionary Computation in Economics and Finance: Studies in Fuzziness and Soft Computing, cartea 100

Autor Shu-Heng Chen
en Limba Engleză Paperback – 21 oct 2010
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 how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on web sites, conferences, and computer software.
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Specificații

ISBN-13: 9783790825121
ISBN-10: 3790825123
Pagini: 476
Ilustrații: XII, 460 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.66 kg
Ediția:Softcover reprint of hardcover 1st ed. 2002
Editura: Physica-Verlag HD
Colecția Physica
Seria Studies in Fuzziness and Soft Computing

Locul publicării:Heidelberg, Germany

Public țintă

Professional/practitioner

Cuprins

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.

Textul de pe ultima copertă

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 how EC may support their research. A comprehensive coverage of the subject is given, that includes the following three areas: game theory, agent-based economic modelling and financial engineering. Twenty leading scholars from each of these areas contribute a chapter to the volume. The reader will find himself/herself treading the path of the history of this research area, from the fledgling stage to the burgeoning era. The results on games, labour markets, pollution control, institution and productivity, financial markets, trading systems design and derivative pricing, are new and interesting for different target groups. The book also includes informations on useful web sites, conferences, and computer software.

Caracteristici

First book focusing on the application of evolutionary computation to economics and finance Historical review (chap. 1) Brief survey with bibliography (more than 380 papers ever published in this field) Information on websites, conferences, computer software Includes supplementary material: sn.pub/extras