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Found 4,634 Documents (Results 1–100)

Index fund optimization using genetic algorithm and scatter diagram based on coefficients of determination. (English) Zbl 1169.91374

Gen, Mitsuo (ed.) et al., Intelligent and evolutionary systems. Berlin: Springer (ISBN 978-3-540-95977-9/hbk; 978-3-540-95978-6/ebook). Studies in Computational Intelligence 187, 1-11 (2009).
MSC:  91B28 90C59 68W05 68T05
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Financial derivatives. Pricing, applications, and mathematics. Paperback reprint of the hardback edition 2004. (English) Zbl 1165.91013

Cambridge: Cambridge University Press (ISBN 978-0-521-06679-2/pbk). xi, 338 p. (2009).
MSC:  91B28 60G35 60H30 60H10 91-01
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Classical and agent-based evolutionary algorithms for investment strategies generation. (English) Zbl 1160.91352

Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Volume 2. Berlin: Springer (ISBN 978-3-540-95973-1/hbk; 978-3-540-95974-8/ebook). Studies in Computational Intelligence 185, 181-205 (2009).
MSC:  91B28 68T05 91-08
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Evolutionary computation and artificial financial markets. (English) Zbl 1160.91358

Brabazon, Anthony (ed.) et al., Natural computing in computational finance. Volume 2. Berlin: Springer (ISBN 978-3-540-95973-1/hbk; 978-3-540-95974-8/ebook). Studies in Computational Intelligence 185, 137-179 (2009).
MSC:  91B28 68T05 91-08
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Duality methods. (English) Zbl 1160.91353

Carmona, René (ed.) et al., Indifference pricing: Theory and applications. Princeton, NJ: Princeton University Press (ISBN 978-0-691-13883-1/hbk). Princeton Series in Financial Engineering, 321-386 (2009).
MSC:  91B28 90C46
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The single period binomial model. (English) Zbl 1165.91408

Carmona, René (ed.) et al., Indifference pricing: Theory and applications. Princeton, NJ: Princeton University Press (ISBN 978-0-691-13883-1/hbk). Princeton Series in Financial Engineering, 3-43 (2009).
MSC:  91B28
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