Computational Intelligence in Economics and Finance: Volume II, Volume 2Paul P. Wang, Tzu-Wen Kuo Springer Science & Business Media, 11 juil. 2007 - 228 pages Computational intelligence (CI), as an alternative to statistical and econometric approaches, has been applied to a wide range of economics and finance problems in recent years, for example to price forecasting and market efficiency. This book contains research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results. Chen, Wang, and Kuo have grouped the 12 contributions following their introductory chapter into applications of fuzzy logic, neural networks (including self-organizing maps and support vector machines), and evolutionary computation. All chapters were selected either by invitation or based on a careful selection and extension of best papers from the International Workshop on Computational Intelligence in Economics and Finance in 2005. Overall, the book offers researchers an excellent overview of current advances and applications of computational intelligence techniques to economics and finance problems. |
Table des matières
1 | |
An Overview of Insurance Uses of Fuzzy Logic | 24 |
Arnold F Shapiro 25 | 48 |
Forecasting Agricultural Commodity Prices using Hybrid Neural | 63 |
Estimating Female Labor Force Participation through Statistical | 93 |
An Application of Kohonens SOFM to the Management | 106 |
Trading Strategies Based on Kmeans Clustering and Regression Models | 123 |
Application of an Instance Based Learning Algorithm for Predicting | 144 |
Nonlinear GoalDirected CPPI Strategy | 183 |
A LogicalHeuristic Approach | 209 |
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Computational Intelligence in Economics and Finance: Volume II Paul P. Wang,Tzu-Wen Kuo Aucun aperçu disponible - 2010 |
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