Gespeichert in:
Weitere beteiligte Personen: | , , , |
---|---|
Format: | Buch |
Sprache: | Englisch |
Veröffentlicht: |
London
Palgrave Macmillan
[2016]
|
Schriftenreihe: | New developments in quantitative trading and asset management
|
Schlagwörter: | |
Links: | http://deposit.dnb.de/cgi-bin/dokserv?id=b647006e615e4e2eb13e8b5ac99e7429&prov=M&dok_var=1&dok_ext=htm http://www.springer.com/ http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029436769&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
Umfang: | xv, 344 Seiten Diagramme 23.5 cm x 15.5 cm, 0 g |
ISBN: | 9781137488794 |
Internformat
MARC
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245 | 1 | 0 | |a Artificial intelligence in financial markets |b cutting-edge applications for risk management, portfolio optimization and economics |c Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors |
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Datensatz im Suchindex
DE-BY-UBR_call_number | 40/QK 620 D918 |
---|---|
DE-BY-UBR_katkey | 5871461 |
DE-BY-UBR_location | UB Lesesaal Wirtschaft |
DE-BY-UBR_media_number | 069041526615 |
_version_ | 1835086856749842432 |
adam_text |
Contents
Part I Introduction to Artificial Intelligence 1
1 A Review of Artificially Intelligent Applications
in the Financial Domain 3
Swapnaja Gadre Patwardhan, Vivek V. Katdare,
and Manish R. Joshi
Part II Financial Forecasting and Trading 45
2 Trading the FTSE100 Index: ‘Adaptive* Modelling
and Optimization Techniques 47
Peter W. Middleton, Konstantinos Theofilatos,
and Andreas Karathanasopoulos
3 Modelling, Forecasting and Trading the Crack: A Sliding
Window Approach to Training Neural Networks 69
Christian L. Dunis, Peter W. Middleton,
Konstantinos Theofilatos, and Andreas Karathanasopoulos
4 GEPTrader: A New Standalone Tool for Constructing Trading
Strategies with Gene Expression Programming 107
Andreas Karathanasopoulos, Peter W. Middleton,
Konstantinos Theofilatos, and Efstratios Georgopoulos
XIV
Contents
PartHI Economics 123
5 Business Intelligence for Decision Making in Economics 125
Bodislav Dumitru-Alexandru
Part IV Credit Risk and Analysis 159
6 An Automated Literature Analysis on Data Mining
Applications to Credit Risk Assessment 161
Sergio Moro, Paulo Cortez, and Paulo Rita
7 Intelligent Credit Risk Decision Support: Architecture
and Implementations 179
Paulius Danenas and Gintautas Garsva
8 Artificial Intelligence for Islamic Sukuk Rating
Predictions 211
Tika Arundina, Mira Kartiwi, and Mohd. Azmi Omar
Part V Portfolio Management, Analysis and Optimisation 243
9 Portfolio Selection as a Multi-period Choice Problem
Under Uncertainty: An Interaction-Based Approach 245
Matjaz Steinbacher
10 Handling Model Risk in Portfolio Selection
Using Multi-Objective Genetic Algorithm 285
Prisadarng Skolpadungket, Keshav Dahal,
and Napat Harnpornchai
11 Linear Regression Versus Fuzzy Linear Regression:
Does it Make a Difference in the Evaluation
of the Performance of Mutual Fund Managers? 311
Konstantina N. Pendaraki and Konstantinos P. Tsagarakis
Index
337 |
any_adam_object | 1 |
author2 | Dunis, Christian Middleton, Peter Theofilatos, Konstantinos Karathanasopoulos, Andreas |
author2_role | edt edt edt edt |
author2_variant | c d cd p m pm k t kt a k ak |
author_GND | (DE-588)170016870 (DE-588)1129129357 (DE-588)1129129543 |
author_facet | Dunis, Christian Middleton, Peter Theofilatos, Konstantinos Karathanasopoulos, Andreas |
building | Verbundindex |
bvnumber | BV044029462 |
classification_rvk | QK 620 QK 630 |
ctrlnum | (OCoLC)975058488 (DE-599)DNB1083024825 |
dewey-full | 650 |
dewey-hundreds | 600 - Technology (Applied sciences) |
dewey-ones | 650 - Management and auxiliary services |
dewey-raw | 650 |
dewey-search | 650 |
dewey-sort | 3650 |
dewey-tens | 650 - Management and auxiliary services |
discipline | Wirtschaftswissenschaften |
format | Book |
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genre_facet | Aufsatzsammlung |
id | DE-604.BV044029462 |
illustrated | Not Illustrated |
indexdate | 2025-01-11T18:49:03Z |
institution | BVB |
isbn | 9781137488794 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029436769 |
oclc_num | 975058488 |
open_access_boolean | |
owner | DE-355 DE-BY-UBR DE-706 DE-521 |
owner_facet | DE-355 DE-BY-UBR DE-706 DE-521 |
physical | xv, 344 Seiten Diagramme 23.5 cm x 15.5 cm, 0 g |
publishDate | 2016 |
publishDateSearch | 2016 |
publishDateSort | 2016 |
publisher | Palgrave Macmillan |
record_format | marc |
series2 | New developments in quantitative trading and asset management |
spellingShingle | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics Künstliche Intelligenz (DE-588)4033447-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Wertpapierhandel (DE-588)4189707-9 gnd Risikomanagement (DE-588)4121590-4 gnd |
subject_GND | (DE-588)4033447-8 (DE-588)4073788-3 (DE-588)4046834-3 (DE-588)4189707-9 (DE-588)4121590-4 (DE-588)4143413-4 |
title | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics |
title_auth | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics |
title_exact_search | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics |
title_full | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors |
title_fullStr | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors |
title_full_unstemmed | Artificial intelligence in financial markets cutting-edge applications for risk management, portfolio optimization and economics Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors |
title_short | Artificial intelligence in financial markets |
title_sort | artificial intelligence in financial markets cutting edge applications for risk management portfolio optimization and economics |
title_sub | cutting-edge applications for risk management, portfolio optimization and economics |
topic | Künstliche Intelligenz (DE-588)4033447-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Wertpapierhandel (DE-588)4189707-9 gnd Risikomanagement (DE-588)4121590-4 gnd |
topic_facet | Künstliche Intelligenz Kreditmarkt Portfolio Selection Wertpapierhandel Risikomanagement Aufsatzsammlung |
url | http://deposit.dnb.de/cgi-bin/dokserv?id=b647006e615e4e2eb13e8b5ac99e7429&prov=M&dok_var=1&dok_ext=htm http://www.springer.com/ http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029436769&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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