0

Computational Intelligence in Economics and Finance

Advanced Information Processing

Erschienen am 16.09.2003, Auflage: 1/2003
213,99 €
(inkl. MwSt.)

Lieferbar innerhalb 1 - 2 Wochen

In den Warenkorb
Bibliografische Daten
ISBN/EAN: 9783540440987
Sprache: Englisch
Umfang: xxii, 480 S., 102 s/w Illustr.
Einband: gebundenes Buch

Beschreibung

InhaltsangabePart 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.

Inhalt

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.