Computational Intelligence in Economics and Finance /
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 methodol...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2004.
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| Series: | Advanced information processing.
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| Online Access: | Connect to the full text of this electronic book |
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.