عنوان

Artificial intelligence in financial markets :

(Number (ISBN

1137488808

(Number (ISBN

9781137488800

Erroneous ISBN

1137488794

Erroneous ISBN

9781137488794

Number

dltt

Title Proper

Artificial intelligence in financial markets :

General Material Designation

[Book]

Other Title Information

cutting edge applications for risk management, portfolio optimization and economics /

First Statement of Responsibility

Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos, editors

Specific Material Designation and Extent of Item

1 online resource.

Series Title

New developments in quantitative trading and investment

Text of Note

Includes bibliographical references and index

Text of Note

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

Text of Note

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

Text of Note

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

Text of Note

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

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8

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Text of Note

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

International Standard Book Number

9781137488794

Finance-- Computer programs.

Artificial Intelligence (incl. Robotics)

Banking.

Corporate Finance.

Finance.

Investments and Securities.

Quantitative Finance.

Risk Management.

BUS-- 027000

KFFH

Number

Edition

Class number

Book number

Dunis, Christian.

Karathanasopoulos, Andreas.

Middleton, Peter W. Middleton.

Theofilatos, Konstantinos.

Ohio Library and Information Network.

Date of Transaction

20170201044746.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y