Coverart for item
The Resource Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics, edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos, (electronic resource)

Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics, edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos, (electronic resource)

Label
Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics
Title
Artificial Intelligence in Financial Markets
Title remainder
Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics
Statement of responsibility
edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos
Contributor
Editor
Subject
Language
eng
Summary
As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field.--
Member of
Assigning source
Provided by publisher
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Dunis, Christian L
  • Middleton, Peter W
  • Karathanasopolous, Andreas
  • Theofilatos, Konstantinos
Series statement
  • Springer eBooks.
  • New Developments in Quantitative Trading and Investment
http://library.link/vocab/subjectName
  • Finance
  • Corporations
  • Banks and banking
  • Investment banking
  • Securities
  • Risk management
  • Artificial intelligence
  • Economics, Mathematical
Label
Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics, edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1057/978-1-137-48880-0
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers?
Control code
978-1-137-48880-0
Dimensions
unknown
Extent
1 online resource (XV, 344 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781137488800
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-48880-0
Other physical details
49 illustrations, 17 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)964380246
Label
Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics, edited by Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=http://dx.doi.org/10.1057/978-1-137-48880-0
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers?
Control code
978-1-137-48880-0
Dimensions
unknown
Extent
1 online resource (XV, 344 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781137488800
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/978-1-137-48880-0
Other physical details
49 illustrations, 17 illustrations in color.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)964380246

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