Artificial intelligence in financial markets : cutting edge applications for risk management, portfolio optimization and economics /: cutting edge applications for risk management, portfolio optimization and economics. (2016)

• Record Type: Book
• Further Information: Note: Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors.
• Other Names: Dunis, Christian; Middleton, Peter W. Middleton; Theofilatos, Konstantinos; Karathanasopoulos, Andreas
• Contents: Preface; Contents; The Editors; Acknowledgements; Final Words; References; Contents; Notes on Contributors; Part I: Introduction to Artificial Intelligence; 1: A Review of Artificially Intelligent Applications in the Financial Domain; 1 Introduction; Applications of€ANN in€Finance; Portfolio Management; Stock Market Prediction; Risk Management; 2 Application of€Expert Systems in€Finance; Portfolio Management; Stock Market Prediction; Risk Management; 3 Applications of€Hybrid Intelligence in€Finance; Portfolio Management; Stock Market Prediction; Risk Management; 4 Conclusion. 5 Appendix 1 Regression Analysis [7]; Classification [7]; Clustering [7]; Fuzzy c-means clustering [7]; Back propagation Algorithm Code in€MATLAB [111]; Sample Code of€NN Using MATLAB for€Finance Management; Required functions [6]; Load Historic DAX Prices; Plotting Financial Data [6]; CAPM [6]; Stock Price Prediction Based on€Curve Fitting [6]; References; Part II: Financial Forecasting and Trading; 2: Trading the€FTSE100 Index: 'Adaptive' Modelling and€Optimization Techniques; 1 Introduction; 2 Literature Review; 3 Related Financial Data; 4 Proposed Method. 5 Empirical Results Benchmark Models; Trading Performance; 6 Conclusions and€Future Work; References; 3: Modelling, Forecasting and€Trading the€Crack: A€Sliding Window Approach to€Training Neural Networks; 1 Introduction; 2 Literature Review; Modelling the€Crack; Training of€Neural Networks; 3 Descriptive Statistics; 4 Methodology; The MLP Model; The PSO Radial Basis Function Model; 5 Empirical Results; Statistical Accuracy; Trading Performance; 6 Concluding Remarks and€Research Limitations; 7 Appendix; Performance Measures; Supplementary Information. ARMA Equations and€Estimations GARCH Equations and€Estimations; PSO Parameters; Best Weights over the€Training Windows; References; 4: GEPTrader: A€New Standalone Tool for€Constructing Trading Strategies with€Gene Expression Programming; 1 Introduction; 2 Literature Review; Genetic Programming and€Its Applications to€Financial Forecasting; Gene Expression Programming and€Previous Applications; 3 Dataset; 4 GEPTrader; Proposed Algorithm; GEPTrader Graphical User Interface; 5 Empirical Results; Benchmark Models; Statistical Performance; Trading Performance; 6 Conclusions.
• Publisher Details: London : Palgrave Macmillan
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 332; Finance; Finance -- Computer programs; BUSINESS & ECONOMICS -- Finance; Finance -- Computer programs; Kreditmarkt; Künstliche Intelligenz; Portfoliomanagement; Risikomanagement; Wertpapierhandel; Finance; Corporate Finance; Investments and Securities; Banking; Risk Management; Quantitative Finance; Artificial Intelligence (incl. Robotics); Business & Economics -- Investments & Securities; Business & Economics -- Banks & Banking; Business & Economics -- Insurance -- Risk Assessment & Management; Mathematics -- Applied; Computers -- Intelligence (AI) & Semantics; Investment & securities; Banking; Management & management techniques; Finance & accounting; Artificial intelligence; Investment banking; Securities; Banks and banking; Risk management; Artificial intelligence; Business & Economics -- Corporate Finance; Corporate finance; Electronic books
• Languages: English
• ISBNs: 9781137488800; 1137488808
• Related ISBNs: 9781137488794; 1137488794
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed December 14, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.