quantitative finance


  • Chapter 08 – Perils and Promise of Evolutionary Computation on Wall Street

    • Using Genetic Algorithms, Optimization Models, and Evolutionary Computation on Wall Street
    “Be careful what you ask for — you might get it.”
    My enthusiasm for machine learning, described at the end of the previous chapter, led me to kiss many artificial intelligence ( AI ) frogs. This included many flavors of inductive and explanation – based learning, [...]

  • Contents of “Nerds on Wall Street”

    • Foreword by Ted Aronson
    Part 1 – Wired Markets
    Chapter 1: An Illustrated History of Wired Markets
    Chapter 2: Greatest Hits of Computation in Finance
    Chapter 3: Algorithm Wars
    Part 2 – Alpha as Life
    Chapter 4: Where Does Alpha Come From?
    Chapter 5: A Gentle Introduction to Computerized Investing
    Chapter 6: Stupid Data Miner Tricks
    Part 3 – Artificial Intelligence and Intelligence Amplification
    Chapter [...]


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