000 04172nam a22005175i 4500
001 978-3-540-72821-4
003 DE-He213
005 20161121230615.0
007 cr nn 008mamaa
008 100301s2007 gw | s |||| 0|eng d
020 _a9783540728214
_9978-3-540-72821-4
024 7 _a10.1007/978-3-540-72821-4
_2doi
050 4 _aQ334-342
050 4 _aTJ210.2-211.495
072 7 _aUYQ
_2bicssc
072 7 _aTJFM1
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
245 1 0 _aComputational Intelligence in Economics and Finance
_h[electronic resource] :
_bVolume II /
_cedited by Shu-Heng Chen, Paul P. Wang, Tzu-Wen Kuo.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2007.
300 _aXIV, 228 p. 64 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
505 0 _aComputational Intelligence in Economics and Finance: Shifting the Research Frontier -- An Overview of Insurance Uses of Fuzzy Logic -- Forecasting Agricultural Commodity Prices using Hybrid Neural Networks -- Nonlinear Principal Component Analysis for Withdrawal from the Employment Time Guarantee Fund -- Estimating Female Labor Force Participation through Statistical and Machine Learning Methods: A Comparison -- An Application of Kohonen’s SOFM to the Management of Benchmarking Policies -- Trading Strategies Based on K-means Clustering and Regression Models -- Comparison of Instance-Based Techniques for Learning to Predict Changes in Stock Prices -- Application of an Instance Based Learning Algorithm for Predicting the Stock Market Index -- Evaluating the Efficiency of Index Fund Selections Over the Fund’s Future Period -- Failure of Genetic-Programming Induced Trading Strategies: Distinguishing between Efficient Markets and Inefficient Algorithms -- Nonlinear Goal-Directed CPPI Strategy -- Hybrid-Agent Organization Modeling: A Logical-Heuristic Approach.
520 _aComputational 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.
650 0 _aComputer science.
650 0 _aFinance.
650 0 _aArtificial intelligence.
650 0 _aApplication software.
650 1 4 _aComputer Science.
650 2 4 _aArtificial Intelligence (incl. Robotics).
650 2 4 _aFinance, general.
650 2 4 _aComputer Appl. in Administrative Data Processing.
650 2 4 _aInformation Systems Applications (incl. Internet).
700 1 _aChen, Shu-Heng.
_eeditor.
700 1 _aWang, Paul P.
_eeditor.
700 1 _aKuo, Tzu-Wen.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540728207
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-540-72821-4
912 _aZDB-2-SCS
950 _aComputer Science (Springer-11645)
999 _c501281
_d501281