Editorial Reviews
Book Description
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.
Book Info
Consists of a subset of the papers that were presented at Computational Finance '99 at the Stern School of Business at New York University in January 1999. DLC: Finance--Data processing Congresses.
Computational Finance 1999
Computational Finance 1999,Yaser S. Abu-Mostafa,Blake Lebaron,Andrew W. Lo,Andreas S. Weigend,The MIT Press,0262011786,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Congresses,Data processing,Finance,Financial Economics (General),Mathematical models,Business & Economics / Finance
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