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Author: Hitoshi Iba
Publisher: Springer Science & Business Media
ISBN: 3642276482
Category : Technology & Engineering
Languages : en
Pages : 253
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Book Description
“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.
Author: Hitoshi Iba
Publisher: Springer Science & Business Media
ISBN: 3642276482
Category : Technology & Engineering
Languages : en
Pages : 253
Get Book Here
Book Description
“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.
Author: Cris Doloc
Publisher: John Wiley & Sons
ISBN: 1119550513
Category : Business & Economics
Languages : en
Pages : 319
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Book Description
“Life on earth is filled with many mysteries, but perhaps the most challenging of these is the nature of Intelligence.” – Prof. Terrence J. Sejnowski, Computational Neurobiologist The main objective of this book is to create awareness about both the promises and the formidable challenges that the era of Data-Driven Decision-Making and Machine Learning are confronted with, and especially about how these new developments may influence the future of the financial industry. The subject of Financial Machine Learning has attracted a lot of interest recently, specifically because it represents one of the most challenging problem spaces for the applicability of Machine Learning. The author has used a novel approach to introduce the reader to this topic: The first half of the book is a readable and coherent introduction to two modern topics that are not generally considered together: the data-driven paradigm and Computational Intelligence. The second half of the book illustrates a set of Case Studies that are contemporarily relevant to quantitative trading practitioners who are dealing with problems such as trade execution optimization, price dynamics forecast, portfolio management, market making, derivatives valuation, risk, and compliance. The main purpose of this book is pedagogical in nature, and it is specifically aimed at defining an adequate level of engineering and scientific clarity when it comes to the usage of the term “Artificial Intelligence,” especially as it relates to the financial industry. The message conveyed by this book is one of confidence in the possibilities offered by this new era of Data-Intensive Computation. This message is not grounded on the current hype surrounding the latest technologies, but on a deep analysis of their effectiveness and also on the author’s two decades of professional experience as a technologist, quant and academic.
Author: Hitoshi Iba
Publisher: Springer
ISBN: 9811302006
Category : Computers
Languages : en
Pages : 254
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Book Description
This book provides theoretical and practical knowledge about a methodology for evolutionary algorithm-based search strategy with the integration of several machine learning and deep learning techniques. These include convolutional neural networks, Gröbner bases, relevance vector machines, transfer learning, bagging and boosting methods, clustering techniques (affinity propagation), and belief networks, among others. The development of such tools contributes to better optimizing methodologies. Beginning with the essentials of evolutionary algorithms and covering interdisciplinary research topics, the contents of this book are valuable for different classes of readers: novice, intermediate, and also expert readers from related fields. Following the chapters on introduction and basic methods, Chapter 3 details a new research direction, i.e., neuro-evolution, an evolutionary method for the generation of deep neural networks, and also describes how evolutionary methods are extended in combination with machine learning techniques. Chapter 4 includes novel methods such as particle swarm optimization based on affinity propagation (PSOAP), and transfer learning for differential evolution (TRADE), another machine learning approach for extending differential evolution. The last chapter is dedicated to the state of the art in gene regulatory network (GRN) research as one of the most interesting and active research fields. The author describes an evolving reaction network, which expands the neuro-evolution methodology to produce a type of genetic network suitable for biochemical systems and has succeeded in designing genetic circuits in synthetic biology. The author also presents real-world GRN application to several artificial intelligent tasks, proposing a framework of motion generation by GRNs (MONGERN), which evolves GRNs to operate a real humanoid robot.
Author: Anupam Shukla
Publisher: CRC Press
ISBN: 1439822891
Category : Computers
Languages : en
Pages : 688
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Book Description
Rapid advancements in the application of soft computing tools and techniques have proven valuable in the development of highly scalable systems and resulted in brilliant applications, including those in biometric identification, interactive voice response systems, and data mining. Although many resources on the subject adequately cover the theoreti
Author: Carlos A. Coello Coello
Publisher: World Scientific
ISBN: 9812561064
Category : Computers
Languages : en
Pages : 792
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Book Description
- Detailed MOEA applications discussed by international experts - State-of-the-art practical insights in tackling statistical optimization with MOEAs - A unique monograph covering a wide spectrum of real-world applications - Step-by-step discussion of MOEA applications in a variety of domains
Author: Samuelson Hong, Wei-Chiang
Publisher: IGI Global
ISBN: 1466636297
Category : Computers
Languages : en
Pages : 357
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Book Description
Evolutionary computation has emerged as a major topic in the scientific community as many of its techniques have successfully been applied to solve problems in a wide variety of fields. Modeling Applications and Theoretical Innovations in Interdisciplinary Evolutionary Computation provides comprehensive research on emerging theories and its aspects on intelligent computation. Particularly focusing on breaking trends in evolutionary computing, algorithms, and programming, this publication serves to support professionals, government employees, policy and decision makers, as well as students in this scientific field.
Author: Hitoshi Iba
Publisher: Springer Nature
ISBN: 9811536856
Category : Computers
Languages : en
Pages : 437
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Book Description
This book delivers the state of the art in deep learning (DL) methods hybridized with evolutionary computation (EC). Over the last decade, DL has dramatically reformed many domains: computer vision, speech recognition, healthcare, and automatic game playing, to mention only a few. All DL models, using different architectures and algorithms, utilize multiple processing layers for extracting a hierarchy of abstractions of data. Their remarkable successes notwithstanding, these powerful models are facing many challenges, and this book presents the collaborative efforts by researchers in EC to solve some of the problems in DL. EC comprises optimization techniques that are useful when problems are complex or poorly understood, or insufficient information about the problem domain is available. This family of algorithms has proven effective in solving problems with challenging characteristics such as non-convexity, non-linearity, noise, and irregularity, which dampen the performance of most classic optimization schemes. Furthermore, EC has been extensively and successfully applied in artificial neural network (ANN) research —from parameter estimation to structure optimization. Consequently, EC researchers are enthusiastic about applying their arsenal for the design and optimization of deep neural networks (DNN). This book brings together the recent progress in DL research where the focus is particularly on three sub-domains that integrate EC with DL: (1) EC for hyper-parameter optimization in DNN; (2) EC for DNN architecture design; and (3) Deep neuroevolution. The book also presents interesting applications of DL with EC in real-world problems, e.g., malware classification and object detection. Additionally, it covers recent applications of EC in DL, e.g. generative adversarial networks (GAN) training and adversarial attacks. The book aims to prompt and facilitate the research in DL with EC both in theory and in practice.
Author: Yuh-Dauh Lyuu
Publisher: Cambridge University Press
ISBN: 9780521781718
Category : Business & Economics
Languages : en
Pages : 654
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Book Description
A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Author: Cecilia Di Chio
Publisher: Springer Science & Business Media
ISBN: 3642122418
Category : Computers
Languages : en
Pages : 504
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Book Description
This book constitutes the refereed proceedings of the International Workshops on the Applications of Evolutionary Computation, EvoApplications 2010, held in Istanbul, Turkey, in April 2010 colocated with the Evo* 2010 events. Thanks to the large number of submissions received, the proceedings for EvoApplications 2010 are divided across two volumes (LNCS 6024 and 6025). The present volume contains contributions for EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoMUSART, and EvoTRANSLOG. The 47 revised full papers presented were carefully reviewed and selected from a total of 86 submissions. This volume presents a careful selection of relevant EC examples combined with a thorough examination of the techniques used in EC. The papers in the volume illustrate the current state of the art in the application of EC and should help and inspire researchers and professionals to develop efficient EC methods for design and problem solving.
Author: Patricia Guarnieri
Publisher: Springer
ISBN: 3319119494
Category : Technology & Engineering
Languages : en
Pages : 322
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Book Description
Providing a comprehensive overview of various methods and applications in decision engineering, this book presents chapters written by a range experts in the field. It presents conceptual aspects of decision support applications in various areas including finance, vendor selection, construction, process management, water management and energy, agribusiness , production scheduling and control, and waste management. In addition to this, a special focus is given to methods of multi-criteria decision analysis. Decision making in organizations is a recurrent theme and is essential for business continuity. Managers from various fields including public, private, industrial, trading or service sectors are required to make decisions. Consequently managers need the support of these structured methods in order to engage in effective decision making. This book provides a valuable resource for graduate students, professors and researchers of decision analysis, multi-criteria decision analysis and group decision analysis. It is also intended for production engineers, civil engineers and engineering consultants.
