Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm '96)

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Publisher : World Scientific
ISBN 13 : 9814546216
Total Pages : 442 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm '96) by : Yaser Abu-mostafa

Download or read book Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm '96) written by Yaser Abu-mostafa and published by World Scientific. This book was released on 1998-01-02 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.

Decision Technologies for Financial Engineering

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810231231
Total Pages : 417 pages
Book Rating : 4.2/5 (312 download)

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Book Synopsis Decision Technologies for Financial Engineering by : Andreas S. Weigend

Download or read book Decision Technologies for Financial Engineering written by Andreas S. Weigend and published by World Scientific Publishing Company Incorporated. This book was released on 1997 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.

Advances in Knowledge Discovery and Data Mining

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Publisher : Springer Science & Business Media
ISBN 13 : 3540419101
Total Pages : 613 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Advances in Knowledge Discovery and Data Mining by : David Cheung

Download or read book Advances in Knowledge Discovery and Data Mining written by David Cheung and published by Springer Science & Business Media. This book was released on 2001-04-04 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 5th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2001, held in Hong Kong, China in April 2001. The 38 revised full papers and 22 short papers presented were carefully reviewed and selected from a total of 152 submissions. The book offers topical sections on Web mining, text mining, applications and tools, concept hierarchies, feature selection, interestingness, sequence mining, spatial and temporal mining, association mining, classification and rule induction, clustering, and advanced topics and new methods.

Decision Technologies for Computational Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 1461556252
Total Pages : 472 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Decision Technologies for Computational Finance by : Apostolos-Paul N. Refenes

Download or read book Decision Technologies for Computational Finance written by Apostolos-Paul N. Refenes and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.

Computational Finance 1999

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Publisher : MIT Press
ISBN 13 : 9780262511070
Total Pages : 744 pages
Book Rating : 4.5/5 (11 download)

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Book Synopsis Computational Finance 1999 by : Yaser S. Abu-Mostafa

Download or read book Computational Finance 1999 written by Yaser S. Abu-Mostafa and published by MIT Press. This book was released on 2000 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.

Intelligent Data Engineering and Automated Learning - IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents

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Publisher : Springer
ISBN 13 : 3540444912
Total Pages : 576 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Intelligent Data Engineering and Automated Learning - IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents by : Kwong S. Leung

Download or read book Intelligent Data Engineering and Automated Learning - IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents written by Kwong S. Leung and published by Springer. This book was released on 2003-07-31 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: X Table of Contents Table of Contents XI XII Table of Contents Table of Contents XIII XIV Table of Contents Table of Contents XV XVI Table of Contents K.S. Leung, L.-W. Chan, and H. Meng (Eds.): IDEAL 2000, LNCS 1983, pp. 3›8, 2000. Springer-Verlag Berlin Heidelberg 2000 4 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 5 6 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 7 0.6 1.5 0.4 1 0.2 0.5 0 0 10 100 1000 10000 10 100 1000 Mutual information (bits) Mutual information (bits) 8 J. Sinkkonen and S. Kaski 20 10 0 0.1 0.3 0.5 0.7 Mutual information (mbits) Analyses on the Generalised Lotto-Type Competitive Learning Andrew Luk St B&P Neural Investments Pty Limited, Australia Abstract, In generalised lotto-type competitive learning algorithm more than one winner exist. The winners are divided into a number of tiers (or divisions), with each tier being rewarded differently. All the losers are penalised (which can be equally or differently). In order to study the various properties of the generalised lotto-type competitive learning, a set of equations, which governs its operations, is formulated. This is then used to analyse the stability and other dynamic properties of the generalised lotto-type competitive learning.

Neural Networks: Tricks of the Trade

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Publisher : Springer
ISBN 13 : 3540494308
Total Pages : 425 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Neural Networks: Tricks of the Trade by : Genevieve B. Orr

Download or read book Neural Networks: Tricks of the Trade written by Genevieve B. Orr and published by Springer. This book was released on 2003-07-31 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is our belief that researchers and practitioners acquire, through experience and word-of-mouth, techniques and heuristics that help them successfully apply neural networks to di cult real world problems. Often these \tricks" are theo- tically well motivated. Sometimes they are the result of trial and error. However, their most common link is that they are usually hidden in people’s heads or in the back pages of space-constrained conference papers. As a result newcomers to the eld waste much time wondering why their networks train so slowly and perform so poorly. This book is an outgrowth of a 1996 NIPS workshop called Tricks of the Trade whose goal was to begin the process of gathering and documenting these tricks. The interest that the workshop generated motivated us to expand our collection and compile it into this book. Although we have no doubt that there are many tricks we have missed, we hope that what we have included will prove to be useful, particularly to those who are relatively new to the eld. Each chapter contains one or more tricks presented by a given author (or authors). We have attempted to group related chapters into sections, though we recognize that the di erent sections are far from disjoint. Some of the chapters (e.g., 1, 13, 17) contain entire systems of tricks that are far more general than the category they have been placed in.

Artificial Economics and Self Organization

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Publisher : Springer Science & Business Media
ISBN 13 : 3319009125
Total Pages : 258 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Artificial Economics and Self Organization by : Stephan Leitner

Download or read book Artificial Economics and Self Organization written by Stephan Leitner and published by Springer Science & Business Media. This book was released on 2013-08-16 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents recent advances in the dynamic field of Artificial Economics and its various applications. Artificial Economics provides a structured approach to model and investigate economic and social systems. In particular, this approach is based on the use of agent-based simulations and further computational techniques. The main aim is to analyze the outcomes at the overall systems’ level as results from the agents’ behavior at the micro-level. These emergent characteristics of complex economic and social systems can neither be foreseen nor are they intended. The emergence rather makes these systems function. Artificial Economics especially facilitates the investigation of this emergent systems’ behavior. ​

Agent-Based Approaches in Economic and Social Complex Systems VI

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Publisher : Springer Science & Business Media
ISBN 13 : 4431539077
Total Pages : 199 pages
Book Rating : 4.4/5 (315 download)

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Book Synopsis Agent-Based Approaches in Economic and Social Complex Systems VI by : Shu-Heng Chen

Download or read book Agent-Based Approaches in Economic and Social Complex Systems VI written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2011-01-12 with total page 199 pages. Available in PDF, EPUB and Kindle. Book excerpt: Agent-based modeling/simulation is an emergent approach to the analysis of social and economic systems. It provides a bottom-up experimental method to be applied to social sciences such as economics, management, sociology, and politics as well as some engineering fields dealing with social activities. This book includes selected papers presented at the Sixth International Workshop on Agent-Based Approaches in Economic and Social Complex Systems held in Taipei in 2009. We have 39 presentations in the conference, and 14 papers are selected to be included in this volume. These 14 papers are then grouped into six parts: Agent-based financial markets; Financial forecasting and investment; Cognitive modeling of agents; Complexity and policy analysis; Agent-based modeling of good societies; and Miscellany. The research presented here shows the state of the art in this rapidly growing field.

Portfolio Choice Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461405777
Total Pages : 107 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Portfolio Choice Problems by : Nicolas Chapados

Download or read book Portfolio Choice Problems written by Nicolas Chapados and published by Springer Science & Business Media. This book was released on 2011-07-12 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: This brief offers a broad, yet concise, coverage of portfolio choice, containing both application-oriented and academic results, along with abundant pointers to the literature for further study. It cuts through many strands of the subject, presenting not only the classical results from financial economics but also approaches originating from information theory, machine learning and operations research. This compact treatment of the topic will be valuable to students entering the field, as well as practitioners looking for a broad coverage of the topic.

A Field Guide to Dynamical Recurrent Networks

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Publisher : John Wiley & Sons
ISBN 13 : 9780780353695
Total Pages : 458 pages
Book Rating : 4.3/5 (536 download)

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Book Synopsis A Field Guide to Dynamical Recurrent Networks by : John F. Kolen

Download or read book A Field Guide to Dynamical Recurrent Networks written by John F. Kolen and published by John Wiley & Sons. This book was released on 2001-01-15 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: Acquire the tools for understanding new architectures and algorithms of dynamical recurrent networks (DRNs) from this valuable field guide, which documents recent forays into artificial intelligence, control theory, and connectionism. This unbiased introduction to DRNs and their application to time-series problems (such as classification and prediction) provides a comprehensive overview of the recent explosion of leading research in this prolific field. A Field Guide to Dynamical Recurrent Networks emphasizes the issues driving the development of this class of network structures. It provides a solid foundation in DRN systems theory and practice using consistent notation and terminology. Theoretical presentations are supplemented with applications ranging from cognitive modeling to financial forecasting. A Field Guide to Dynamical Recurrent Networks will enable engineers, research scientists, academics, and graduate students to apply DRNs to various real-world problems and learn about different areas of active research. It provides both state-of-the-art information and a road map to the future of cutting-edge dynamical recurrent networks.

Fuzzy-Neuro Systems '98 - Computational Intelligence

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Publisher : IOS Press
ISBN 13 : 9781586031305
Total Pages : 402 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Fuzzy-Neuro Systems '98 - Computational Intelligence by : Wilfried Brauer

Download or read book Fuzzy-Neuro Systems '98 - Computational Intelligence written by Wilfried Brauer and published by IOS Press. This book was released on 1998 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Quantitative Asset Management

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Publisher : Springer Science & Business Media
ISBN 13 : 1461543894
Total Pages : 345 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Advances in Quantitative Asset Management by : Christian Dunis

Download or read book Advances in Quantitative Asset Management written by Christian Dunis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Quantitative Asset Management contains selected articles which, for the most part, were presented at the `Forecasting Financial Markets' Conference. `Forecasting Financial Markets' is an international conference on quantitative finance which is held in London in May every year. Since its inception in 1994, the conference has grown in scope and stature to become a key international meeting point for those interested in quantitative finance, with the participation of prestigious academic and research institutions from all over the world, including major central banks and quantitative fund managers. The editor has chosen to concentrate on advances in quantitative asset management and, accordingly, the papers in this book are organized around two major themes: advances in asset allocation and portfolio management, and modelling risk, return and correlation.

Genetic Algorithms and Genetic Programming in Computational Finance

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Publisher : Springer Science & Business Media
ISBN 13 : 1461508355
Total Pages : 491 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen

Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.

Neural Networks: Tricks of the Trade

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Publisher : Springer
ISBN 13 : 3642352898
Total Pages : 753 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Neural Networks: Tricks of the Trade by : Grégoire Montavon

Download or read book Neural Networks: Tricks of the Trade written by Grégoire Montavon and published by Springer. This book was released on 2012-11-14 with total page 753 pages. Available in PDF, EPUB and Kindle. Book excerpt: The twenty last years have been marked by an increase in available data and computing power. In parallel to this trend, the focus of neural network research and the practice of training neural networks has undergone a number of important changes, for example, use of deep learning machines. The second edition of the book augments the first edition with more tricks, which have resulted from 14 years of theory and experimentation by some of the world's most prominent neural network researchers. These tricks can make a substantial difference (in terms of speed, ease of implementation, and accuracy) when it comes to putting algorithms to work on real problems.

Neural Networks in Financial Engineering

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810228194
Total Pages : 634 pages
Book Rating : 4.2/5 (281 download)

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Book Synopsis Neural Networks in Financial Engineering by : Apostolos-Paul Refenes

Download or read book Neural Networks in Financial Engineering written by Apostolos-Paul Refenes and published by World Scientific Publishing Company Incorporated. This book was released on 1996 with total page 634 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neural networks can be used for improving investment performance in the financial markets. The papers in this volume aim to give investment managers, institutional investors and analysts a comprehensive look at the most profitable applications of this tech

Proceedings of the ... Congress on Evolutionary Computation

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Publisher :
ISBN 13 :
Total Pages : 856 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Proceedings of the ... Congress on Evolutionary Computation by :

Download or read book Proceedings of the ... Congress on Evolutionary Computation written by and published by . This book was released on 1999 with total page 856 pages. Available in PDF, EPUB and Kindle. Book excerpt: