Evolutionary Computation in Economics and Finance by Shu-Heng Chen.

After a decade's development, evolutionary computation (EC) proves to be a powerful tool kit for economic analysis. While the demand for this equipment is increasing, there is no volume exclusively written for economists. This volume for the first time helps economists to get a quick grasp on h...

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Bibliographic Details
Main Author: Chen, Shu-Heng (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Heidelberg : Physica-Verlag HD : Imprint: Physica, 2002.
Edition:1st ed. 2002.
Series:Studies in Fuzziness and Soft Computing, 100
Springer eBook Collection.
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Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 Evolutionary Computation in Economics and Finance: An Overview of the Book
  • 2 Playing Games with Genetic Algorithms
  • 3 Genetic Algorithm Learning and Economic Evolution
  • 4 Using Symbolic Regression to Infer Strategies from Experimental Data
  • 5 The Efficiency of an Artificial Double Auction Stock Market with Neural Learning Agents
  • 6 On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming
  • 7 Exchange Rate Volatility in the Artificial Foreign Exchange Market
  • 8 Using an Artificial Market Approach to Analyze Exchange Rate Scenarios
  • 9 Emulating Trade in Emissions Permits: An Application of Genetic Algorithms
  • 10 Cooperative Computation with Market Mechanism
  • 11 Hysteresis in an Evolutionary Labor Market with Adaptive Search
  • 12 Computable Learning, Neural Networks and Institutions
  • 13 On Two Types of GA-Learning
  • 14 Evolutionary Computation and Economic Models: Sensitivity and Unintended Consequences
  • 15 Tinkering with Genetic Algorithms: Forecasting and Data Mining in Finance and Economics
  • 16 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Technical Trading Rules
  • 17 Evolutionary Induction of Trading Models
  • 18 Optimizing Technical Trading Strategies with Split Search Genetic Algorithms
  • 19 GP Forecasts of Stock Prices for Profitable Trading
  • 20 Option Pricing Via Genetic Programming
  • 21 Evolutionary Computation in Option Pricing: Determining Implied Volatilities Based on American Put Options
  • 22 Evolutionary Computation in Economics and Finance: A Bibliography.