The Resource Genetic algorithms and investment strategies, Richard J. Bauer, Jr

Genetic algorithms and investment strategies, Richard J. Bauer, Jr

Label
Genetic algorithms and investment strategies
Title
Genetic algorithms and investment strategies
Statement of responsibility
Richard J. Bauer, Jr
Creator
Subject
Language
eng
Summary
  • More and more traders now rely on genetic algorithms, neural networks, chaos theory, and other computerized decision-making approaches to help them develop winning investment strategies. They recognize that the battle in today's financial markets is increasingly being waged at computer speed, not human speed, and that anyone who fails to exploit these new tools may be headed for extinction. Written by the coauthor of the first published paper to link genetic algorithms and the world of finance, Richard Bauer's Genetic Algorithms and Investment Strategies is, likewise, the first book to demonstrate the value of GAs as tools in the search for effective trading ideas. Recognizing the continued resistance of many traders and analysts to GAs, it shows how these approaches do not herald an age in which people will be supplanted by machines, revealing instead how they serve only to augment human thinking
  • In clear, nontechnical language, Genetic Algorithms and Investment Strategies describes the biological bases of GAs, neural nets, and chaos theory ... their historical development ... the current state of the methodology for each ... and their uses, advantages, and limitations as decision-making tools in the world of finance, ultimately demonstrating the superiority of GAs over the other two methods, particularly in handling critical optimization problems. It then focuses exclusively on GAs, presenting simple problems to illustrate the basic steps involved in using a GA and describing - with the help of numerous tables and diagrams - how the GA mimics nature's ruthlessly efficient evolutionary process and moves quickly and inexorably toward a near-optimal solution
  • Complete with a summary of available software programs, an extensive glossary of GA terms, and a bibliography covering GAs, neural nets chaos theory, and market timing, Genetic Algorithms and Investment Strategies doesn't offer a results-oriented, get-rich-quick scheme. Rather, it provides traders and investment analysts with a proven, strategic decision-making process they can use and modify in order to prevail in today's fast-shifting financial marketplace
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1950-
http://library.link/vocab/creatorName
Bauer, Richard J.
Illustrations
illustrations
Index
index present
LC call number
HG4515.2
LC item number
.B38 1994
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Investments
  • Investment analysis
  • Genetic algorithms
  • Investissements
  • Analyse financière
  • Algorithmes génétiques
  • Genetic algorithms
  • Investment analysis
  • Investments
  • Investeringen
  • Beleggingen
  • Algoritmen
  • Wiskundige modellen
Label
Genetic algorithms and investment strategies, Richard J. Bauer, Jr
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. An Introduction to Biologically Based Methods -- 2. Genetic Algorithms: Survival of the Fittest -- 3. Neural Networks: Brainware -- 4. Chaos Theory: The Order behind Disorder -- 5. Questions and Answers about Using GAs -- 6. A Genetic Algorithm: Step by Step -- 7. Fine-Tuning the Genetic Algorithm -- 8. GA Applications -- 9. Advanced GA Techniques -- 10. The Lure of Market Timing -- 11. Using GAs to Develop Investment Strategies -- 12. Stock Market Results -- 13. Bond Market Results -- 14. Results for Individual Stocks -- 15. Modifying the Search Procedure -- 16. Other Trading Applications and Conclusions
Dimensions
24 cm.
Extent
ix, 308 pages
Isbn
9780471576792
Lccn
93011984
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)28634071
  • (OCoLC)ocm28634071
Label
Genetic algorithms and investment strategies, Richard J. Bauer, Jr
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. An Introduction to Biologically Based Methods -- 2. Genetic Algorithms: Survival of the Fittest -- 3. Neural Networks: Brainware -- 4. Chaos Theory: The Order behind Disorder -- 5. Questions and Answers about Using GAs -- 6. A Genetic Algorithm: Step by Step -- 7. Fine-Tuning the Genetic Algorithm -- 8. GA Applications -- 9. Advanced GA Techniques -- 10. The Lure of Market Timing -- 11. Using GAs to Develop Investment Strategies -- 12. Stock Market Results -- 13. Bond Market Results -- 14. Results for Individual Stocks -- 15. Modifying the Search Procedure -- 16. Other Trading Applications and Conclusions
Dimensions
24 cm.
Extent
ix, 308 pages
Isbn
9780471576792
Lccn
93011984
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)28634071
  • (OCoLC)ocm28634071

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