Genetic Programming

Computers that `program themselves' has long been an aim of computer scientists. Recently genetic programming (GP) has started to show its promise by automatically evolving programs. Indeed in a small number of problems GP has evolved programs whose performance is similar to or even slightly better than that of programs written by people. The main thrust of GP has been to automatically create functions. While these can be of great use they contain no memory and relatively little work has addressed automatic creation of program code including stored data. This issue is the main focus of Genetic Programming, and Data Structures: Genetic Programming + Data Structures = Automatic Programming!.

The purpose of this book is to show recent advances in the field of Genetic programming (GP), both the development of new theoretical approaches and the emergence of applications that have successfully solved different real world problems. The volume is primarily aimed at postgraduates, researchers and academics, although it is hoped that it may be useful to undergraduates who wish to learn about the leading techniques in GP.

After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools.