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    A numerical study on the evolution of portfolio rules

    Caldarelli, G. and Piccioni, M. and Sciubba, Emanuela (2002) A numerical study on the evolution of portfolio rules. In: Shu-Heng, C. (ed.) Genetic Algorithms and Genetic Programming in Computational Finance. Springer, pp. 379-395. ISBN 9781461508359.

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    Abstract

    Book synopsis: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

    Metadata

    Item Type: Book Section
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 27 Jul 2020 17:46
    Last Modified: 27 Jul 2020 17:46
    URI: https://eprints.bbk.ac.uk/id/eprint/32697

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