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Evolutionary Computation in Economics and Finance

Overview of attention for book
Cover of 'Evolutionary Computation in Economics and Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Evolutionary Computation in Economics and Finance: An Overview of the Book
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    Chapter 2 Playing Games with Genetic Algorithms
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    Chapter 3 Genetic Algorithm Learning and Economic Evolution
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    Chapter 4 Using Symbolic Regression to Infer Strategies from Experimental Data
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    Chapter 5 The Efficiency of an Artificial Double Auction Stock Market with Neural Learning Agents
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    Chapter 6 On AIE-ASM: Software to Simulate Artificial Stock Markets with Genetic Programming
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    Chapter 7 Exchange Rate Volatility in the Artificial Foreign Exchange Market
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    Chapter 8 Using an Artificial Market Approach to Analyze Exchange Rate Scenarios
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    Chapter 9 Emulating Trade in Emissions Permits: An Application of Genetic Algorithms
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    Chapter 10 Cooperative Computation with Market Mechanism
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    Chapter 11 Hysteresis in an Evolutionary Labor Market with Adaptive Search
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    Chapter 12 Computable Learning, Neural Networks and Institutions
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    Chapter 13 On Two Types of GA-Learning
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    Chapter 14 Evolutionary Computation and Economic Models: Sensitivity and Unintended Consequences
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    Chapter 15 Tinkering with Genetic Algorithms: Forecasting and Data Mining in Finance and Economics
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    Chapter 16 Forecasting Ability But No Profitability: An Empirical Evaluation of Genetic Algorithm-Optimised Technical Trading Rules
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    Chapter 17 Evolutionary Induction of Trading Models
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    Chapter 18 Optimizing Technical Trading Strategies with Split Search Genetic Algorithms
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    Chapter 19 GP Forecasts of Stock Prices for Profitable Trading
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    Chapter 20 Option Pricing Via Genetic Programming
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    Chapter 21 Evolutionary Computation in Option Pricing: Determining Implied Volatilities Based on American Put Options
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    Chapter 22 Evolutionary Computation in Economics and Finance: A Bibliography
Attention for Chapter 20: Option Pricing Via Genetic Programming
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Citations

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Chapter title
Option Pricing Via Genetic Programming
Chapter number 20
Book title
Evolutionary Computation in Economics and Finance
Published by
Physica, Heidelberg, January 2002
DOI 10.1007/978-3-7908-1784-3_20
Book ISBNs
978-3-79-082512-1, 978-3-79-081784-3
Authors

Nemmara Chidambaran, Joaquin Triqueros, Chi-Wen Jevons Lee

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 21 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United Kingdom 1 5%
Italy 1 5%
Unknown 19 90%

Demographic breakdown

Readers by professional status Count As %
Student > Master 5 24%
Researcher 4 19%
Professor > Associate Professor 3 14%
Student > Ph. D. Student 3 14%
Student > Doctoral Student 1 5%
Other 3 14%
Unknown 2 10%
Readers by discipline Count As %
Computer Science 11 52%
Biochemistry, Genetics and Molecular Biology 1 5%
Business, Management and Accounting 1 5%
Economics, Econometrics and Finance 1 5%
Physics and Astronomy 1 5%
Other 2 10%
Unknown 4 19%