Evolutionary Algorithms In Optimization Of Technical Rules For Automated Stock Trading
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| Author | : Anthony Brabazon |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 298 |
| Release | : 2008-05-09 |
| Genre | : Mathematics |
| ISBN | : 3540774769 |
Natural Computing in Computational Finance is a innovative volume containing fifteen chapters which illustrate cutting-edge applications of natural computing or agent-based modeling in modern computational finance. Following an introductory chapter the book is organized into three sections. The first section deals with optimization applications of natural computing demonstrating the application of a broad range of algorithms including, genetic algorithms, differential evolution, evolution strategies, quantum-inspired evolutionary algorithms and bacterial foraging algorithms to multiple financial applications including portfolio optimization, fund allocation and asset pricing. The second section explores the use of natural computing methodologies such as genetic programming, neural network hybrids and fuzzy-evolutionary hybrids for model induction in order to construct market trading, credit scoring and market prediction systems. The final section illustrates a range of agent-based applications including the modeling of payment card and financial markets. Each chapter provides an introduction to the relevant natural computing methodology as well as providing a clear description of the financial application addressed. The book was written to be accessible to a wide audience and should be of interest to practitioners, academics and students, in the fields of both natural computing and finance.
| Author | : Mario Giacobini |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 724 |
| Release | : 2008-03-14 |
| Genre | : Computers |
| ISBN | : 3540787607 |
This book constitutes the refereed joint proceedings of eight European workshops on the Theory and Applications of Evolutionary Computation, EvoWorkshops 2008, held in Naples, Italy, in March 2008 within the scope of the EvoStar 2008 event. The 57 revised full papers and 18 revised short papers presented were carefully reviewed and selected from a total of 133 submissions. In accordance with the eight workshops covered, the papers are organized in topical sections on application of nature-inspired techniques to telecommunication networks and other connected systems, evolutionary computation in finance and economics, bio-inspired heuristics for design automation, evolutionary computation in image analysis and signal processing, evolutionary and biologically inspired music, sound, art and design, bio-inspired algorithms for continuous parameter optimization, evolutionary algorithms in stochastic and dynamic environments, theory and applications of evolutionary computation, and on evolutionary computation in transportation and logistics.
| Author | : Christian Dunis |
| Publisher | : Routledge |
| Total Pages | : 236 |
| Release | : 2014-03-26 |
| Genre | : Business & Economics |
| ISBN | : 1136195106 |
Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment. The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading. This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.
| Author | : Ondrej Jaško |
| Publisher | : University of Belgrade, Faculty of Organizational Sciences |
| Total Pages | : 1520 |
| Release | : 2016-06-03 |
| Genre | : Business & Economics |
| ISBN | : 8676803269 |
| Author | : Rustem Popa |
| Publisher | : BoD – Books on Demand |
| Total Pages | : 332 |
| Release | : 2012-03-21 |
| Genre | : Computers |
| ISBN | : 9535104004 |
Genetic Algorithms (GAs) are one of several techniques in the family of Evolutionary Algorithms - algorithms that search for solutions to optimization problems by "evolving" better and better solutions. Genetic Algorithms have been applied in science, engineering, business and social sciences. This book consists of 16 chapters organized into five sections. The first section deals with some applications in automatic control, the second section contains several applications in scheduling of resources, and the third section introduces some applications in electrical and electronics engineering. The next section illustrates some examples of character recognition and multi-criteria classification, and the last one deals with trading systems. These evolutionary techniques may be useful to engineers and scientists in various fields of specialization, who need some optimization techniques in their work and who may be using Genetic Algorithms in their applications for the first time. These applications may be useful to many other people who are getting familiar with the subject of Genetic Algorithms.
| Author | : Yap, Alexander Y. |
| Publisher | : IGI Global |
| Total Pages | : 437 |
| Release | : 2011-11-30 |
| Genre | : Computers |
| ISBN | : 1613501633 |
"This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets"--Provided by publisher.
| Author | : Emmanual Acar |
| Publisher | : Elsevier |
| Total Pages | : 468 |
| Release | : 2002-05-23 |
| Genre | : Political Science |
| ISBN | : 0080493432 |
Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispensable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets. Advanced Trading Rules demonstrates how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods succeed or fail. Profit from this book by understanding how to use: stochastic properties of trading strategies; technical indicators; neural networks; genetic algorithms; quantitative techniques; charts. Financial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. - The essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers - Provides a complete overview of cutting edge financial markets trading rules, including new material on technical analysis and evaluation - Demonstrates how to apply econometrics, computer modeling, technical and quantitative analysis to generate superior returns
| Author | : Ramazan Gençay |
| Publisher | : Elsevier |
| Total Pages | : 411 |
| Release | : 2001-05-29 |
| Genre | : Business & Economics |
| ISBN | : 008049904X |
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure. This book discusses the best mathematical models and tools for dealing with such vast amounts of data.This book provides a framework for the analysis, modeling, and inference of high frequency financial time series. With particular emphasis on foreign exchange markets, as well as currency, interest rate, and bond futures markets, this unified view of high frequency time series methods investigates the price formation process and concludes by reviewing techniques for constructing systematic trading models for financial assets.
| Author | : Sergey Izraylevich Ph.D. |
| Publisher | : FT Press |
| Total Pages | : 302 |
| Release | : 2012-03-12 |
| Genre | : Business & Economics |
| ISBN | : 0132491907 |
The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for the consistent, disciplined realization of well-defined, formalized, and carefully-tested trading strategies based on their specific requirements. Unlike other books on automated trading, this book focuses specifically on the unique requirements of options, reflecting philosophy, logic, quantitative tools, and valuation procedures that are completely different from those used in conventional automated trading algorithms. Every facet of the authors’ approach is optimized for options, including strategy development and optimization; capital allocation; risk management; performance measurement; back-testing and walk-forward analysis; and trade execution. The authors’ system reflects a continuous process of valuation, structuring and long-term management of investment portfolios (not just individual instruments), introducing systematic approaches for handling portfolios containing option combinations related to different underlying assets. With these techniques, it is finally possible to effectively automate options trading at the portfolio level. This book will be an indispensable resource for serious options traders working individually, in hedge funds, or in other institutions.
| Author | : Hujun Yin |
| Publisher | : Springer |
| Total Pages | : 626 |
| Release | : 2017-10-23 |
| Genre | : Computers |
| ISBN | : 3319689355 |
This book constitutes the refereed proceedings of the 18th International Conference on Intelligent Data Engineering and Automated Learning, IDEAL 2017, held in Guilin, China, in October/November 2017. The 65 full papers presented were carefully reviewed and selected from 110 submissions. These papers provided a sample of latest research outcomes in data engineering and automated learning, from methodologies, frameworks and techniques to applications. In addition to various topics such as evolutionary algorithms, deep learning neural networks, probabilistic modelling, particle swarm intelligence, big data analytics, and applications in image recognition, regression, classification, clustering, medical and biological modelling and prediction, text processing and social media analysis.
