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001 978-1-4614-3773-4
003 DE-He213
005 20140220083248.0
007 cr nn 008mamaa
008 120720s2012 xxu| s |||| 0|eng d
020 _a9781461437734
_9978-1-4614-3773-4
024 7 _a10.1007/978-1-4614-3773-4
_2doi
050 4 _aQA402-402.37
050 4 _aT57.6-57.97
072 7 _aKJT
_2bicssc
072 7 _aKJM
_2bicssc
072 7 _aBUS049000
_2bisacsh
072 7 _aBUS042000
_2bisacsh
082 0 4 _a519.6
_223
100 1 _aDoumpos, Michael.
_eeditor.
245 1 0 _aFinancial Decision Making Using Computational Intelligence
_h[electronic resource] /
_cedited by Michael Doumpos, Constantin Zopounidis, Panos M. Pardalos.
264 1 _aBoston, MA :
_bSpringer US :
_bImprint: Springer,
_c2012.
300 _aXVII, 324 p. 89 illus., 47 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v70
505 0 _aPreface -- List of Contributors -- 1. Statistically Principled Application of Computational Intelligence Techniques for Finance (J.V. Healy) -- 2. Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance (S.-H. Chen, K.-C. Shih, C.-C. Tai) -- 3. Application of Intelligent Systems for News Analytics (C. Bozic, S. Chalup, D. Seese) -- 4. Modelling and Trading the Greek Stock Market with Hybrid ARMA-Neural Network Models (C. L. Dunis, J. Laws, A. Karathanasopoulos) -- 5. Pattern Detection and Analysis in Financial Time Series Using Suffix Arrays (K. F. Xylogiannopoulos, P. Karampelas, R. Alhajj) -- 6. Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather Derivatives (A. Agapitos, M. O’Neill, A. Brabazon) -- 7. Evolution Strategies for IPO Underpricing Prediction (D. Quintana, C. Luque, J. M. Valls, P. Isasi) -- 8. Bayesian Networks for Portfolio Analysis and Optimization (S. Villa, F. Stella) -- 9. Markov Chains in Modelling of the Russian Financial Market (G. A. Bautin and V. A. Kalyagin) -- 10. Fuzzy Portfolio Selection Models: A Numerical Study (En. Vercher and J. D. Bermúdez) -- 11. Financial Evaluation of Life Insurance Policies in High Performance Computing Environments (S. Corsaro, P. L. De Angelis, Z. Marino, P. Zanetti) -- Index.
520 _aFinancial Decision Making Using Computational Intelligence covers all the recent developments in complex financial decision making through computational intelligence approaches. Computational intelligence has evolved rapidly in recent years and it is now one of the most active fields in operations research and computer science. The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides a wide range of useful techniques, including new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems.   This book presents the recent advances made in financial decision making using computational intelligence, covering both new methodological developments as well as new emerging application areas. This work covers a wide range of topics related to financial decision making, financial modeling, risk management, and financial engineering, including algorithmic trading, financial time-series analysis, asset pricing, portfolio management, auction markets, and insurance services. Practitioners in the financial industry as well as operations researchers, management scientists, and data analysts will find this publication highly useful.
650 0 _aMathematics.
650 1 4 _aMathematics.
650 2 4 _aOperations Research, Management Science.
650 2 4 _aFinance/Investment/Banking.
700 1 _aZopounidis, Constantin.
_eeditor.
700 1 _aPardalos, Panos M.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461437727
830 0 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v70
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-3773-4
912 _aZDB-2-SMA
999 _c101438
_d101438