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Computational Finance 1999

Authors :
Yaser S. Abu-Mostafa
Blake LeBaron
Andrew W. Lo
Andreas S. Weigend
Yaser S. Abu-Mostafa
Blake LeBaron
Andrew W. Lo
Andreas S. Weigend
Publication Year :
2000

Abstract

This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation.Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.

Details

Language :
English
ISBNs :
9780262011785, 9780262511070, and 9780262266741
Database :
eBook Index
Journal :
Computational Finance 1999
Publication Type :
eBook
Accession number :
35333