Computational Finance 1999 (MIT Press) - Softcover

Softcover

ISBN 10: 026251107X ISBN 13: 9780262511070

Verlag: MIT Press, 2000

Inhaltsangabe

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Über diesen Titel

Reseña del editor

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.

Biografía del autor

Blake LeBaron is Assistant Professor of Economics at the University of Wisconsin, Madison.

Details zur Ausgabe

• Verlag: MIT Press
• Erscheinungsdatum: 2000
• ISBN 10: 026251107X
• ISBN 13: 9780262511070
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 734
• Herausgeber: Abu-Mostafa Yaser S., Lebaron Blake, Lo Andrew W.