Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets
Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets
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发表时间：
1994-04
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通讯作者：
G. Deboeck
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作者：
G. Deboeck
仅在十年前，电子表格首次被发明用于金融应用。在当时，它们被认为是复杂的建模工具。今天，机器智能是描述可以开发更复杂模型的先进技术的核心概念。神经网络、遗传算法和模糊系统为自动化交易、风险和投资组合管理提供了新的机会。机器学习技术正被投资经理悄悄地用于股票选择、债券定价、外汇交易、市场和破产预测以及许多其他应用。它们是投资技术发展的下一步。现在，Trading on the Edge让您了解这一演变。本书由世界银行神经网络新技术和金融应用的先驱Guido J. Deboeck编辑，是地球仪十多位作者在过去几年中将这些先进技术用于投资管理的成果。这些专家的贡献揭开了这些技术应用的神秘面纱，并探讨了它们对现代金融理论和实践的影响。最重要的是，他们向您展示了如何应用这些强大的技术来自动化交易，降低风险，并改善投资组合管理。清楚，简洁，交易员和投资经理可以涉及的条款，这本书显示了神经网络如何从大量的数据中学习复杂的模式，并从学习的经验中以惊人的速度概括;遗传算法如何以自然的方式进化问题的解决方案;模糊系统如何基于模糊参数提供具体的解决方案;以及非线性动力学、分形分析和混沌理论如何定义金融市场中曾经被认为是随机变化的秩序。这些专家提供的现实案例研究描绘了应用先进技术的成熟策略
From the Publisher: Only a decade ago, spreadsheets were first invented for financial applications. At the time they were considered sophisticated modeling tools. Today machine intelligence is a core concept in describing advanced technologies that can develop more sophisticated models. Neural networks, genetic algorithms, and fuzzy systems provide new opportunities for automated trading, risk, and portfolio management. Machine learning techniques are quietly being used by investment managers for stock selection, bond pricing, foreign exchange trading, and market and bankruptcy predictions, as well as many other applications. They are the next step in the evolution of investment technology. Now, Trading on the Edge lets you in on this evolution. Assembled and edited by Guido J. Deboeck, a pioneer in the introduction of new technologies and financial applications of neural nets at the World Bank, this book is the product of more than a dozen authors around the globe who, over the past several years, have used these advanced technologies for investment management. The contributions from these experts demystify the application of these techniques and explore their impact on modern finance theory and practice. Most importantly, they show you how to apply those powerful techniques to automate trading, reduce risk, and improve portfolio management. Clearly, concisely, and in terms that traders and investment managers can relate to, this book shows how neural networks can learn complex patterns from vast quantities of data and generalize with amazing speed from learned experiences; how genetic algorithms can evolve solutions to problems in the way nature does; how fuzzy systems provide concrete solutions to problems based on vague parameters; and how nonlinear dynamics, fractal analysis, and chaos theory define order in what once were considered random changes in financial markets. The real-life case studies provided by these experts delineate proven strategies for applying advanced tech