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Proceedings of the International Workshop on Finance 2011. Doshisha University, Kyoto, Japan. 3-4 August 2011
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ISBN: 1281603716 9786613784407 981440733X Year: 2012 Publisher: Hackensack, N.J. : World Scientific,

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This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004-2008), and the KIER-TMU International Workshop (2009-2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University - and


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Financial Hacking : evaluate risks, price derivatives, structure trades, and build your intuition quickly and easily.
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ISBN: 9789814322553 Year: 2012 Publisher: London World Scientific

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Machine Learning for Financial Engineering.
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ISBN: 1280669012 9786613645944 1848168144 9781848168145 9781848168138 1848168136 Year: 2012 Publisher: Singapore World Scientific

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This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment. The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics,


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Financial engineering for low-income households
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ISBN: 8132109716 8132113314 813211406X 9788132113317 9353880688 9788132109716 8132117433 Year: 2012 Publisher: New Delhi SAGE Publications

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An edited compilation of articles that focus on using financial engineering - a multidisciplinary field that uses technical methods from the fields of finance, mathematics and economics - to design financial services for low-income households. The book aims to provide an understanding of the various risk-reward trade-offs facing low-income households and how principles of financial engineering can be best applied to understand and manage the complete suite of financial and non-financial assets, including human capital, insurance, annuities and loans.


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Handbook of computational finance
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ISBN: 3642172539 9786613369635 128336963X 3642172547 Year: 2012 Publisher: New York : Springer,

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Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.


Book
Practical applications of evolutionary computation to financial engineering : robust techniques for forecasting, trading and hedging
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ISBN: 3642276474 9786613705778 3642276482 1280795387 Year: 2012 Publisher: Berlin : Springer,

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“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.

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