Computational Intelligence in Economics and Finance

Pirmais vāks
Paul P. Wang
Springer Science & Business Media, 2013. gada 9. marts - 480 lappuses

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.

No grāmatas satura

Atlasītās lappuses

Saturs

Computational Intelligence in Economics and Finance
3
References
51
Intelligent System to Support Judgmental
57
References
91
Cengiz Kahraman and Cafer Erhan Bozdağ
93
References
125
References
145
Forecasting the Opening Cash Price Index in Integrating
149
References
261
Can Financial
288
References
296
Discovering Hidden Patterns with Genetic Programming
327
Numerical Solutions to a Stochastic Growth Model
348
References
357
References
368
Towards Automated Optimal Equity Portfolios
387

References
169
References
180
Searching Financial Patterns with Selforganizing Maps
201
References
216
References
232
Pattern Matching in Multidimensional Time Series
251
tions
400
Learning and Monetary Policy in a Spectral Analysis
420
References
446
How Information Technology Creates Business Value
448
References
465
Autortiesības

Citi izdevumi - Skatīt visu

Bieži izmantoti vārdi un frāzes

Bibliogrāfiskā informācija