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Tables of Contents for Genetic Algorithms and Genetic Programming in Computational Finance
Chapter/Section Title
Page #
Page Count
List of Figures
ix
 
List of Tables
xv
 
Preface
xix
 
An Overview
1
28
Shu-Heng Chen
Part I Introduction
Genetic Algorithms in Economics and Finance
29
26
Adrian E. Drake
Robert E. Marks
Genetic Programming: A Tutorial
55
26
Shu-Heng Chen
Tzu-Wen Kuo
Yuh-Pyng Shieh
Part II Forecasting
GP and the Predictive Power of Internet Message Traffic
81
22
James D. Thomas
Katia Sycara
Genetic Programming of Polynomial Models for Financial Forecasting
103
22
Nikolay Y. Nikolaev
Hitoshi Iba
NXCS: Hybrid Approach to Stock Indexes Forecasting
125
36
Giuliano Armano
Michele Marchesi
Andrea Murru
Part III Trading
EDDIE for Financial Forecasting
161
14
Edward P. K. Tsang
Jim Li
Forecasting Market Indices Using Evolutionary Automatic Programming
175
22
Michael O'Neill
Anthony Brabazon
Conor Ryan
Genetic Fuzzy Expert Trading System for NASDAQ Stock Market Timing
197
24
Sze Sing Lam
Kai Pui Lam
Hoi Shing Ng
Part IV Miscellaneous Applications Domains
Portfolio Selection and Management
221
18
Juan G. L. Lazo
Marco A. C. Pacheco
Marley M. R. Vedlasco
Intelligent Cash Flow: Planning and Optimization Using GA
239
10
M. A. C. Pacheco
M. M. R. Veldasco
M. F. de Noronha
C. H. P. Lopes
The Self-Evolving Logic of Financial Claim Prices
249
14
Thomas H. Noe
Jun Wang
Using GP to Predict Exchange Rate Volatility
263
1
Christopher J. Neely
Paul A. Weller
EDDIE for Stock Index Options and Futures Arbitrage
263
48
Sheri Markose
Edward Tsang
Hakan Er
Part V Agent-Based Computational Finance
A Model of Boundedly Rational Consumer Choice
311
1
Thomas Riechmann
Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market
311
46
Shu-Heng Chen
Chung-Chih Liao
Individual Rationality as a Partial Impediment to Market Efficiency
357
22
Shu-Heng Chen
Chung-Ching Tai
Bin-Tzong Chie
A Numerical Study on the Evolution of Portfolio Rules
379
18
Guido Caldarelli
Marina Piccioni
Emanuela Sciubba
Adaptive Portfolio Managers in Stock Markets
397
24
Kwok Yip Szeto
Learning and Convergence to Pareto Optimality
421
22
Chris R. Birchenhall
Jie-Shin Lin
Part VI Retrospect and Prospect
The New Evolutionary Computational Paradigm
443
42
Sheri M. Markose
Index
485