Computational Finance 1999
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Computational Finance 1999

Edited by Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo and Andreas S. Weigend

This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation.

Overview

Author(s)

Summary

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.

Hardcover

Out of Print ISBN: 9780262011785 734 pp. | 9 in x 6.9 in

Paperback

$55.00 X ISBN: 9780262511070 734 pp. | 9 in x 6.9 in

Editors

Yaser S. Abu-Mostafa

Blake LeBaron

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

Andrew W. Lo

Andreas S. Weigend