↓ Skip to main content

Computational Methods in Financial Engineering

Overview of attention for book
Cover of 'Computational Methods in Financial Engineering'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization
  3. Altmetric Badge
    Chapter 2 Risk Preferences and Loss Aversion in Portfolio Optimization
  4. Altmetric Badge
    Chapter 3 Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)
  5. Altmetric Badge
    Chapter 4 Portfolio Optimization under VaR Constraints Based on Dynamic Estimates of the Variance-Covariance Matrix
  6. Altmetric Badge
    Chapter 5 Optimal Execution of Time-Constrained Portfolio Transactions
  7. Altmetric Badge
    Chapter 6 Semidefinite Programming Approaches for Bounding Asian Option Prices
  8. Altmetric Badge
    Chapter 7 The Evaluation of Discrete Barrier Options in a Path Integral Framework
  9. Altmetric Badge
    Chapter 8 Robust Prediction of Beta
  10. Altmetric Badge
    Chapter 9 Neural Network Modelling with Applications to Euro Exchange Rates
  11. Altmetric Badge
    Chapter 10 Testing Uncovered Interest Rate Parity and Term Structure Using Multivariate Threshold Cointegration
  12. Altmetric Badge
    Chapter 11 Classification Using Optimization: Application to Credit Ratings of Bonds
  13. Altmetric Badge
    Chapter 12 Evolving Decision Rules to Discover Patterns in Financial Data Sets
  14. Altmetric Badge
    Chapter 13 A Banking Firm Model: The Role of Market, Liquidity and Credit Risks
  15. Altmetric Badge
    Chapter 14 Identification of Critical Nodes and Links in Financial Networks with Intermediation and Electronic Transactions
  16. Altmetric Badge
    Chapter 15 An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures
  17. Altmetric Badge
    Chapter 16 Integrated Risk Management: Risk Aggregation and Allocation Using Intelligent Systems
  18. Altmetric Badge
    Chapter 17 A Stochastic Monetary Policy Interest Rate Model
  19. Altmetric Badge
    Chapter 18 Duali: Software for Solving Stochastic Control Problems in Economics
Attention for Chapter 12: Evolving Decision Rules to Discover Patterns in Financial Data Sets
Altmetric Badge

Citations

dimensions_citation
6 Dimensions

Readers on

mendeley
13 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Evolving Decision Rules to Discover Patterns in Financial Data Sets
Chapter number 12
Book title
Computational Methods in Financial Engineering
Published by
Springer, Berlin, Heidelberg, January 2008
DOI 10.1007/978-3-540-77958-2_12
Book ISBNs
978-3-54-077957-5, 978-3-54-077958-2
Authors

Alma Lilia García-Almanza, Edward P. K. Tsang, Edgar Galván-López

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 13 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
China 1 8%
Unknown 12 92%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 4 31%
Professor > Associate Professor 2 15%
Researcher 2 15%
Other 1 8%
Professor 1 8%
Other 3 23%
Readers by discipline Count As %
Computer Science 7 54%
Engineering 3 23%
Business, Management and Accounting 1 8%
Physics and Astronomy 1 8%
Mathematics 1 8%
Other 0 0%