Practical Applications of Evolutionary Computation to Financial Engineering

Robust Techniques for Forecasting, Trading and Hedging

  • Hitoshi Iba
  • Claus C. Aranha

Part of the Adaptation, Learning, and Optimization book series (ALO, volume 11)

Table of contents

  1. Front Matter
    Pages 1-11
  2. Hitoshi Iba, Claus C. Aranha
    Pages 1-17
  3. Hitoshi Iba, Claus C. Aranha
    Pages 19-59
  4. Hitoshi Iba, Claus C. Aranha
    Pages 61-84
  5. Hitoshi Iba, Claus C. Aranha
    Pages 85-121
  6. Hitoshi Iba, Claus C. Aranha
    Pages 123-140
  7. Hitoshi Iba, Claus C. Aranha
    Pages 141-174
  8. Hitoshi Iba, Claus C. Aranha
    Pages 175-201
  9. Back Matter
    Pages 0--1

About this book


“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.


Evolutionary Optimization Financial Engineering Genetic Algorithms Genetic Programming Memetic Algorithms

Authors and affiliations

  • Hitoshi Iba
    • 1
  • Claus C. Aranha
    • 2
  1. 1.School of Engineering, Dept. Information &University of TokyoTokyoJapan
  2. 2.School of Frontier Sciences, Department of Frontier InformaticsThe University of TokyoTokyoJapan

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2012
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Engineering Engineering (R0)
  • Print ISBN 978-3-642-27647-7
  • Online ISBN 978-3-642-27648-4
  • Series Print ISSN 1867-4534
  • Series Online ISSN 1867-4542
  • Buy this book on publisher's site
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