An Overview

Created by W.Langdon from gp-bibliography.bib Revision:1.4221

@InCollection{ChenAO:2002:gagpcf,
  author =       "Shu-Heng Chen",
  title =        "An Overview",
  booktitle =    "Genetic Algorithms and Genetic Programming in
                 Computational Finance",
  publisher =    "Kluwer Academic Press",
  year =         "2002",
  editor =       "Shu-Heng Chen",
  chapter =      "1",
  pages =        "1--26",
  keywords =     "genetic algorithms, genetic programming, Agent-based
                 Computational Finance, Financial Engineering",
  ISBN =         "0-7923-7601-3",
  URL =          "http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9",
  DOI =          "doi:10.1007/978-1-4615-0835-9_1",
  abstract =     "This chapter reviews some recent advancements in
                 financial applications of genetic algorithms and
                 genetic programming. We start with the more familiar
                 applications, such as forecasting, trading, and
                 portfolio management. We then trace the recent
                 extensions to cash flow management, option pricing,
                 volatility forecasting, and arbitrage. The direction
                 then turns to agent-based computational finance, a
                 bottom-up approach to the study of financial markets.
                 The review also sheds light on a few technical aspects
                 of GAs and GP, which may play a vital role in financial
                 applications.",
  notes =        "part of \cite{chen:2002:gagpcf}",
}

Genetic Programming entries for Shu-Heng Chen

Citations