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.
Yaser S. Abu-Mostafa & Blake LeBaron
Computational Finance 1999 [PDF ebook]
Computational Finance 1999 [PDF ebook]
购买此电子书可免费获赠一本!
语言 英语 ● 格式 PDF ● 网页 734 ● ISBN 9780262266741 ● 编辑 Yaser S. Abu-Mostafa & Blake LeBaron ● 出版者 The MIT Press ● 发布时间 2000 ● 下载 3 时 ● 货币 EUR ● ID 4852011 ● 复制保护 Adobe DRM
需要具备DRM功能的电子书阅读器