Buch, Englisch, 480 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1950 g
Buch, Englisch, 480 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1950 g
Reihe: Advanced Information Processing
ISBN: 978-3-540-44098-7
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz Wissensbasierte Systeme, Expertensysteme
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsinformatik, SAP, IT-Management
- Rechtswissenschaften Öffentliches Recht Verwaltungsrecht Verwaltungspraxis Public Management
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Technische Wissenschaften Elektronik | Nachrichtentechnik Elektronik Robotik
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Mathematik | Informatik EDV | Informatik Business Application Unternehmenssoftware SAP
- Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Geistes- und Sozialwissenschaften
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsprognose
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.
