標題: Titlebook: Genetic Algorithms and Genetic Programming in Computational Finance; Shu-Heng Chen Book 2002 Springer Science+Business Media New York 2002 [打印本頁] 作者: 會議記錄 時間: 2025-3-21 16:39
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance影響因子(影響力)
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance影響因子(影響力)學科排名
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance網絡公開度
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance網絡公開度學科排名
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance被引頻次
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance被引頻次學科排名
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance年度引用
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance年度引用學科排名
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance讀者反饋
書目名稱Genetic Algorithms and Genetic Programming in Computational Finance讀者反饋學科排名
作者: 男學院 時間: 2025-3-21 20:45
Grundlagen des CVM in Franchisesystemen,rsimonious, and predictive models. STROGANOFF is related to a traditional GP system which manipulates functional expressions. Both GP systems are examined on a Nikkei225 series from the Tokyo Stock Exchange. Using statistical and economical measures we show that STROGANOFF outperforms traditional GP, and it can evolve profitable polynomials.作者: FLORA 時間: 2025-3-22 04:17
GP and the Predictive Power of Internet Message Traffic produces cleraly superior results. We experiment with alternative representations for the GP trading rule learner. Finally, we find a potential regime shift in the market reaction to the message volume data, and speculate about future trends.作者: thrombosis 時間: 2025-3-22 05:56 作者: 擁護 時間: 2025-3-22 10:42
Hans H. Bauer,Frank Huber,Thomas Kellered software can help beginners to tackle those issues on their own. Once they have a general grasp of how to implement GP effectively, many advanced materials prepared in this volume are there for further exploration.作者: Gratulate 時間: 2025-3-22 13:45
Genetic Programming: A Tutorial With The Software Simple GPed software can help beginners to tackle those issues on their own. Once they have a general grasp of how to implement GP effectively, many advanced materials prepared in this volume are there for further exploration.作者: Gratulate 時間: 2025-3-22 19:10 作者: Perennial長期的 時間: 2025-3-22 23:56
Customer Relationship Managementlatility forecasting, and arbitrage. The direction then turns to agent-based computational finance, a bottom-up approach to the study of financial markets. The review also sheds light on a few technical aspects of GAs and GP, which may play a vital role in financial applications.作者: diabetes 時間: 2025-3-23 02:09 作者: Constituent 時間: 2025-3-23 06:01 作者: farewell 時間: 2025-3-23 11:54 作者: Anhydrous 時間: 2025-3-23 17:19 作者: Folklore 時間: 2025-3-23 21:31 作者: 預防注射 時間: 2025-3-24 01:31
NXCS: Hybrid Approach to Stock Indexes Forecastingwithout being compelled to exploit more complex neural architectures. Test runs have been performed on some well-known stock market indexes, also taking into account trading commissions. The tests pointed to the good forecasting capability of the proposed approach, which repeatedly outperformed the buy-and-hold strategy.作者: 一起平行 時間: 2025-3-24 05:06
Intelligent Cash Flow: Planning and Optimization Using Genetic Algorithmsem, the user can decide each day the investment and resource allocation options that suit better the demands and policy of the firm. The ICF analyses 500.000 different planning options in 20 minutes in order to identify the most profitable cash flows.作者: Thymus 時間: 2025-3-24 10:35 作者: 朦朧 時間: 2025-3-24 10:57 作者: 腫塊 時間: 2025-3-24 16:39 作者: 袋鼠 時間: 2025-3-24 22:01 作者: lattice 時間: 2025-3-24 23:35
https://doi.org/10.1007/978-3-642-17107-9es alternative implementations of the genetic algorithm, their strengths and weaknesses. Then follows an overview of published applications in finance, with particular focus on the papers of Bauer, Pereira, and Colin in foreign exchange trading. Many other rumored applications remain unpublished.作者: 不公開 時間: 2025-3-25 07:10
https://doi.org/10.1007/978-981-19-3593-0asting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.作者: bioavailability 時間: 2025-3-25 10:22 作者: 階層 時間: 2025-3-25 12:27
Wolfgang Dunkel,Margit Weihrich JPY/USD markets. GARCH(1,1) models serve used as a benchmark. While the GARCH model outperforms the genetic program at short horizons using the mean-squared-error (MSE) criterion, the genetic program often outperforms the GARCH at longer horizons and consistently returns lower mean absolute forecast errors (MAE).作者: Innovative 時間: 2025-3-25 16:52 作者: Blood-Vessels 時間: 2025-3-25 23:00
Eddie for Financial Forecastingasting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.作者: 起皺紋 時間: 2025-3-26 04:03
Forecasting Market Indices Using Evolutionary Automatic Programming trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.作者: 賄賂 時間: 2025-3-26 06:59
Using a Genetic Program to Predict Exchange Rate Volatility JPY/USD markets. GARCH(1,1) models serve used as a benchmark. While the GARCH model outperforms the genetic program at short horizons using the mean-squared-error (MSE) criterion, the genetic program often outperforms the GARCH at longer horizons and consistently returns lower mean absolute forecast errors (MAE).作者: Nebulizer 時間: 2025-3-26 10:17
https://doi.org/10.1007/978-1-4615-0835-9Arbitrage; Finance; Sage; Simulation; agents; algorithms; automatic programming; cash flow; genetic programm作者: hypotension 時間: 2025-3-26 16:39 作者: 痛苦一下 時間: 2025-3-26 19:37
Customer Relationship Management applications, such as forecasting, trading, and portfolio management. We then trace the recent extensions to cash flow management, option pricing, volatility forecasting, and arbitrage. The direction then turns to agent-based computational finance, a bottom-up approach to the study of financial mar作者: 不可知論 時間: 2025-3-26 21:34
https://doi.org/10.1007/978-3-642-17107-9es alternative implementations of the genetic algorithm, their strengths and weaknesses. Then follows an overview of published applications in finance, with particular focus on the papers of Bauer, Pereira, and Colin in foreign exchange trading. Many other rumored applications remain unpublished.作者: 行業(yè) 時間: 2025-3-27 03:13
Hans H. Bauer,Frank Huber,Thomas Keller University, Taiwan. Using this software, the instructor can help students without programming background to quickly grasp some essential elements of GP. Along with the demonstration of the software is a list of key issues regarding the effective design of the implementation of GP. Some of the issue作者: 紋章 時間: 2025-3-27 07:40
https://doi.org/10.1007/978-3-322-81461-6P learner and demonstrate that it produces trading rules that outperform appropriate buy and hold strategy benchmarks in measures of risk adjusted returns. We compare the results to those attained by using other relevant variables, lags of price and volume, and find that the the message board volume作者: 安定 時間: 2025-3-27 11:50
Grundlagen des CVM in Franchisesystemen,olynomial autoregressive models is presented. The system is specialized for time series processing with elaborations in two aspects: 1) preprocessing the given series using data transformations and embedding; and, 2) design of a fitness function for efficient search control that favours accurate, pa作者: 巨碩 時間: 2025-3-27 17:25
https://doi.org/10.1007/978-3-319-54774-9enetic classifier and an associated artificial neural network. The resulting experts have been applied to stock market forecasting using technical trading rules as genetic inputs and other inputs—in particular past quotations—for the neural networks. In particular, the former are used to find quasi-作者: 枯燥 時間: 2025-3-27 19:00
https://doi.org/10.1007/978-981-19-3593-0asting. The novelty of FGP-2 is that, as a forecasting tool, it provides the user with a handle for tuning the precision against the rate of missing opportunities. This allows the user to pick investment opportunities with greater confidence.作者: expansive 時間: 2025-3-28 01:42
,Spezialthemen und künftige Entwicklungen, trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.作者: 組裝 時間: 2025-3-28 05:36 作者: cravat 時間: 2025-3-28 08:31
https://doi.org/10.1007/978-3-030-40993-7d the management of investment portfolios. The hybrid system comprises four modules: a genetic algorithm for selecting the assets that will form the investment portfolio, the GARCH model for forecasting stock volatility, a neural networks for predicting asset returns for the portfolio, and another g作者: acrobat 時間: 2025-3-28 14:00 作者: Monotonous 時間: 2025-3-28 15:16
Why customer driven manufacturings. Compared to the traditional arbitrage-based approach, this technique is useful when the underlying asset dynamics are unknown or when the pricing equations are too complicated to solve analytically. Comparing to other established data-driven option pricing techniques such as neural networks, impl作者: 后來 時間: 2025-3-28 20:19 作者: 無表情 時間: 2025-3-29 00:42
https://doi.org/10.1007/3-540-31319-2 that is suitable for online trading. Our benchmark for . is the Tucker (1991) put-call-futures (.) parity condition for detecting arbitrage profits in the index options and futures markets. The latter presents two main problems, (.) The windows for profitable arbitrage opportunities exist for short作者: 可轉變 時間: 2025-3-29 06:46 作者: 陰險 時間: 2025-3-29 07:38
Evolutionary Decision Trees for Stock Index Options and Futures Arbitragesampling is used to train . to pick up the fundamental arbitrage patterns. The further novel aspect of . is a constraint satisfaction feature supplementing the fitness function that enables the user to train the .. by learning to satisfy a minimum and maximum set on the number of arbitrage opportuni作者: 對手 時間: 2025-3-29 14:17
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.978-1-4613-5262-4978-1-4615-0835-9作者: 問到了燒瓶 時間: 2025-3-29 19:20
https://doi.org/10.1007/978-3-658-43326-0ptimized using Genetic Algorithm (GA). Two training approaches—incremental and dynamic—are designed and studied. The system was evaluated with the stocks in NASDAQ market. Experimental results showed that the system can give reliable buy-sell signals and using the system to perform buy-sell can prod作者: ONYM 時間: 2025-3-29 22:15
https://doi.org/10.1007/3-540-31319-2sampling is used to train . to pick up the fundamental arbitrage patterns. The further novel aspect of . is a constraint satisfaction feature supplementing the fitness function that enables the user to train the .. by learning to satisfy a minimum and maximum set on the number of arbitrage opportuni作者: Affection 時間: 2025-3-30 00:44 作者: 刻苦讀書 時間: 2025-3-30 07:25 作者: Dappled 時間: 2025-3-30 08:38
Genetic Algorithms and Genetic Programming in Computational Finance: An Overview of the Book applications, such as forecasting, trading, and portfolio management. We then trace the recent extensions to cash flow management, option pricing, volatility forecasting, and arbitrage. The direction then turns to agent-based computational finance, a bottom-up approach to the study of financial mar作者: 使迷惑 時間: 2025-3-30 15:27 作者: CRUC 時間: 2025-3-30 16:58 作者: 勛章 時間: 2025-3-30 20:48 作者: Oratory 時間: 2025-3-31 04:31 作者: Alopecia-Areata 時間: 2025-3-31 07:27
NXCS: Hybrid Approach to Stock Indexes Forecastingenetic classifier and an associated artificial neural network. The resulting experts have been applied to stock market forecasting using technical trading rules as genetic inputs and other inputs—in particular past quotations—for the neural networks. In particular, the former are used to find quasi-作者: Collected 時間: 2025-3-31 12:41 作者: 軟弱 時間: 2025-3-31 13:46
Forecasting Market Indices Using Evolutionary Automatic Programming trading rules for market indices. A number of markets are analysed; these are the UK’s FTSE, Japan’s Nikkei, and the German DAX. The preliminary findings indicate that the methodology has much potential.
