Applications of artificial intelligence in finance and economics

Artificial intelligence is a consortium of data-driven methodologies which includes artificial neural networks, genetic algorithms, fuzzy logic, probabilistic belief networks and machine learning as its components. We have witnessed a phenomenal impact of this data-driven consortium of methodologies...

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Bibliographic Details
Corporate Author International Conference on Artificial Intelligence
Other Authors Binner, Jane M., 1961-, Kendall, Graham, 1961-, Chen, Shu-Heng, 1959-
Format eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2004.
SeriesAdvances in econometrics ; v. 19.
Subjects
Econometrics > Congresses.
Economics > Data processing > Congresses.
Finance > Data processing > Congresses.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781849503037
ISSN0731-9053 ;
Physical Description1 online zdroj (xiii, 275 p.).

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Table of Contents:
  • Statistical analysis of genetic algorithms in discovering technical trading strategies / Chueh-Yung Tsao, Shu-Heng Chen
  • Co-evolving neural networks with evolutionary strategies : a new application to divisia money / Jane M. Binner, Graham Kendall, Alicia Gazely
  • Forecasting the EMU inflation rate : linear econometric vs. non-linear computational models using genetic neural fuzzy systems / Stefan Kooths, Timo Mitze, Eric Ringhut
  • Finding or not finding rules in time series / Jessica Lin, Eamonn Keogh
  • A comparison of var and neural networks with genetic algorithm in forecasting price of oil / Sam Mirmirani, Hsi Cheng Li
  • Searching for divisia/inflation relationships with the aggregate feedforward neural network / Vincent A. Schmidt, Jane M. Binner
  • Predicting housing value : genetic algorithm attribute selection and dependence modelling utilising the gamma test / Ian D. Wilson, Antonia J. Jones, David H. Jenkins, J.A. Ware
  • A genetic programming approach to model international short-term capital flow / Tina Yu, Shu-Heng Chen, Tzu-Wen Kuo
  • Tools for non-linear time series forecasting in economics : an empirical comparison of regime switching vector autoregressive models and recurrent neural networks / Jane M. Binner, Thomas Elger, Birger Nilsson, Jonathan A. Tepper
  • Using non-parametric search algorithms to forecast daily excess stock returns / Nathan Lael Joseph, David S. Bre, Efstathios Kalyvas.

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