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Computational Finance 1999 - 9780262011785

Un libro in lingua di Abu-Mostafa Yaser S. (EDT) Lebaron Blake (EDT) Lo Andrew W. (EDT) Weigend Andreas S. (EDT) edito da Mit Pr, 2000

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Computational finance, an exciting new cross-disciplinary research area, drawsextensively on the tools and techniques of computer science, statistics, information systems, andfinancial economics. This book covers the techniques of data mining, knowledge discovery, geneticalgorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Thesemethods are applied to a wide range of problems in finance, including risk management, assetallocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The bookis based on the sixth annual international conference Computational Finance 1999, held at New YorkUniversity's Stern School of Business.

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