Computational Intelligence in Economics and Finance

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February 27, 2022 | History

Computational Intelligence in Economics and Finance

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Due to the ability to handle specific characteristics of economics and finance forecasting problems like e.g. non-linear relationships, behavioral changes, or knowledge-based domain segmentation, we have recently witnessed a phenomenal growth of the application of computational intelligence methodologies in this field. In this volume, Chen and Wang collected not just works on traditional computational intelligence approaches like fuzzy logic, neural networks, and genetic algorithms, but also examples for more recent technologies like e.g. rough sets, support vector machines, wavelets, or ant algorithms. After an introductory chapter with a structural description of all the methodologies, the subsequent parts describe novel applications of these to typical economics and finance problems like business forecasting, currency crisis discrimination, foreign exchange markets, or stock markets behavior.

Publish Date
Language
English
Pages
480

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Previews available in: English

Edition Availability
Cover of: Computational Intelligence in Economics and Finance
Computational Intelligence in Economics and Finance
2004, Springer Berlin Heidelberg
electronic resource / in English

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Book Details


Table of Contents

Part I Introduction: Computational Intelligence in Economics and Finance
Part II Fuzzy Logic and Rough Sets: Intelligent System to Support Judgemental Business Forecasting: The Case of Estimating Hotel Room Demand; Fuzzy Investment Analysis Using Capital Budgeting and Dynamic Programming Techniques; Rough Sets Theory and Multivariate Data Analysis in Classification Problems
Part III Artificial Neural Networks and Support Vector Machines: Foreasting the Opening Cash Price Index in Integrating Grey Forecasting and Neural Networks; A Support Vector Machine Model for Currency Crises Discrimination; Saliency Analysis of Support Vector Machines for Feature Selection in Financial Time Series Forecasting
Part IV Self-Organizing Maps and Wavelets: Searching Financial Patterns with Self-Organizing Maps; Effective Position of European Firms in the Face of Monetary Integration Using Kohonen's SOFM; Financial Applications of Wavelets and Self-Organizing Maps
Part V Sequence Matching and Feature-Based Time Series Models: Pattern Matching in Multidimensional Time Series; Structural Pattern Discovery in Time Series Databases; Are Efficient Markets Really Efficient?; Can Financial Econometric Tests Convince Machine-Learning People?; Nearest-Neighbour Predictions in Foreign Exchange Markets
Part VI - Evolutionary Computation, Swarm Intelligence and Simulated Annealing: Discovering Hidden Patterns with Genetic Programming; Numerical Solutions to Stochastic Growth Model Based on the Evolution of Radial Basis Network; Evolutionary Strategies versus Neural Networks: An Inflation Forecasting Experiment; Business Failure Prediction Using Modified Ants Algorithm; Towards Automated Optimal Equity Portfolios Discovery in a Financial Knowledge Management System
Part VII State Space Modeling of Time Series: White Noise Tests and Synthesis of APT Electronic Factors Using TFA; Learning and Monetary Policy in a Spectral Analysis Representation; International Transmission Business Cycles: A Self-Organizing Markov-Switching State-Space Model
Part VIII Agent-Based Models: How Information Technology Creates Business Value in the Past and in the Current EC Area.

Edition Notes

Online full text is restricted to subscribers.

Also available in print.

Mode of access: World Wide Web.

Published in
Berlin, Heidelberg
Series
Advanced Information Processing, Advanced Information Processing

Classifications

Dewey Decimal Class
006.3
Library of Congress
Q334-342, TJ210.2-211.495, HB71-74, HB139-141

The Physical Object

Format
[electronic resource] /
Pagination
1 online resource (xxii, 480 p.)
Number of pages
480

ID Numbers

Open Library
OL27025785M
Internet Archive
computationalint00chen_736
ISBN 10
3642079024, 3662063735
ISBN 13
9783642079023, 9783662063736
OCLC/WorldCat
851380362

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
February 27, 2022 Edited by ImportBot import existing book
October 4, 2021 Edited by ImportBot import existing book
June 29, 2019 Created by MARC Bot Imported from Internet Archive item record