Genetic Algorithms and Genetic Programming in Computational Finance 2002 edition

Marc Notes: Bibl. ref. & index; Conf. papers, 2000; Includes one CD-ROM. Table of Contents: List of Figures. List of 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. Genetic Programming: A Tutorial; S.-H. Chen, et al. Part II: Forecasting. 4. GP and the Predictive Power of Internet Message Traffic; J. D. Thomas, K. Sycara. 5. Genetic Programming of Polynomial Models for Financial Forecasting; N. Y. Nikolaev, H. Iba. 6. NXCS: Hybrid Approach to Stock Indexes Forecasting; G. Armano, et al. Part III: Trading. 7. EDDIE for Financial Forecasting; E. P. K. Tsang, J. Li. 8. Forecasting Market Indices Using Evolutionary Automatic Programming; O'Neil, et al. 9. Genetic Fuzzy Expert Trading System for NASDAQ Stock Market Timing; S. S. Lam, et al. Part IV: Miscellaneous Applications Domains. 10. Portfolio Selection and Management; J. G. L. Lazo, et al. 11. Intelligent Cash Flow: Planning and Optimization Using GA; M. A. C. Pacheco, et al. 12. The Self-Evolving Logic of Financial Claim Prices; T. H. Noe, J. Wang. 13. using GP to Predict Exchange Rate Volatility; C. J. Neely, P. A. Weller. 14. EDDIE for Stock Index Options and Futures Arbitrage; S. Markose, et al. Part V: Agent-Based Computational Finance. 15. A Model of Boundedly Rational Consumer Choice; T. Riechmann. 16. Price Discovery in Agent-Based Computational Modeling of the Artificial Stock Market; S.-H. Chen, C.-C. Liao. 17. Individual Rationality as a Partial Impediment to Market Efficiency; S.-H. Chen, et al. 18. A Numerical Study on the Evolution of Portfolio Rules; G. Caldarelli, et al. 19. Adaptive Portfolio Managers in Stock Markets; K. Y. Szeto. 20. Learning and Convergence to Pareto Optimality; C. R. Birchenhall, J.-S. Lin. Part VI: Retrospect and Prospect. 21. The New Evolutionary Computational Paradigm; S. M. Markose. Index.