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Genetic Algorithms and Investment Strategies
ISBN: 978-0-471-57679-2
Hardcover
320 pages
February 1994
US $85.00 Add to Cart

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  • Description
  • Table of Contents
  • Author Information
GENETIC ALGORITHMS, NEURAL NETWORKS, AND CHAOS THEORY.

Genetic Algorithms: Survival of the Fittest.

Neural Networks: Brainware.

Chaos Theory: The Order Behind Disorder.

Questions and Answers About Using GAs.

GENETIC ALGORITHM METHODOLOGY.

A Genetic Algorithm: Step by Step.

Fine-Tuning the Genetic Algorithm.

GA Applications.

Advanced GA Techniques.

GENETIC ALGORITHMS AND INVESTMENT STRATEGIES.

The Lure of Market Timing.

Using GAs to Develop Investment Strategies.

Stock Market Results.

Bond Market Results.

Results for Individual Stocks.

Modifying the Search Procedure.

Other Trading Applications and Conclusions.

Glossary.

Bibliography.

Index.