Buch, Englisch, 480 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 756 g
Buch, Englisch, 480 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 756 g
Reihe: Advanced Information Processing
ISBN: 978-3-642-07902-3
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Geistes- und Sozialwissenschaften
- Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz Wissensbasierte Systeme, Expertensysteme
- Mathematik | Informatik EDV | Informatik Technische Informatik Systemverwaltung & Management
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsinformatik, SAP, IT-Management
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
Weitere Infos & Material
1. Computational Intelligence in Economics and Finance.- 2. Intelligent System to Support Judgmental Business Forecasting: the Case of Estimating Hotel Room Demand.- 3. Fuzzy Investment Analysis Using Capital Budgeting and Dynamic Programming Techniques.- 4. Rough Sets Theory and Multivariate Data Analysis in Classification Problems: a Simulation Study.- 5. Forecasting the Opening Cash Price Index in Integrating Grey Forecasting and Neural Networks: Evidence from the SGX-DT MSCI Taiwan Index Futures Contracts.- 6. A Support Vector Machine Model for Currency Crises Discrimination.- 7. Saliency Analysis of Support Vector Machines for Feature Selection in Financial Time Series Forecasting.- 8. Searching Financial Patterns with Self-organizing Maps.- 9. Effective Position of European Firms in the Face of Monetary Integration Using Kohonen’s SOFM.- 10. Financial Applications of Wavelets and Self-organizing Maps.- 11. Pattern Matching in Multidimensional Time Series.- 12. Structural Pattern Discovery in Time Series Databases.- 13. Are Efficient Markets Really Efficient?: Can Financial Econometric Tests Convince Machine-Learning People?.- 14. Nearest-Neighbour Predictions in Foreign Exchange Markets.- 15. Discovering Hidden Patterns with Genetic Programming.- 16. Numerical Solutions to a Stochastic Growth Model Based on the Evolution of a Radial Basis Network.- 17. Evolutionary Strategies vs. Neural Networks: an Inflation Forecasting Experiment.- 18. Business Failure Prediction Using Modified Ants Algorithm.- 19. Towards Automated Optimal Equity Portfolios Discovery in a Financial Knowledge Management System.- 20. White Noise Tests and Synthesis of APT Economic Factors Using TFA.- 21. Learning and Monetary Policy in a Spectral Analysis Representation.- 22. InternationalTransmission of Business Cycles: a Self-organizing Markov-Switching State-Space Model.- 23. How Information Technology Creates Business Value in the Past and in the Current Electronic Commerce (EC) Era.- Author Index.