Artificial Intelligence in Financial Markets: Cutting Edge by Christian L. Dunis, Peter W. Middleton, Andreas

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By Christian L. Dunis, Peter W. Middleton, Andreas Karathanasopolous, Konstantinos Theofilatos

As know-how development has elevated, so that you can have computational functions for forecasting, modelling and buying and selling monetary markets and knowledge, and practitioners are discovering ever extra advanced strategies to monetary demanding situations. Neural networking is a powerful, trainable algorithmic procedure which emulates definite elements of human mind services, and is used greatly in monetary forecasting taking into consideration fast funding choice making.

This e-book provides the main state of the art man made intelligence (AI)/neural networking purposes for markets, resources and different components of finance. cut up into 4 sections, the ebook first explores time sequence research for forecasting and buying and selling throughout more than a few resources, together with derivatives, alternate traded money, debt and fairness tools. This part will concentrate on trend attractiveness, industry timing versions, forecasting and buying and selling of monetary time sequence. part II presents insights into macro and microeconomics and the way AI thoughts should be used to raised comprehend and are expecting fiscal variables. part III makes a speciality of company finance and credits research delivering an perception into company buildings and credits, and developing a courting among financial plan research and the effect of assorted monetary situations. part IV makes a speciality of portfolio administration, exploring functions for portfolio concept, asset allocation and optimization.

This booklet additionally offers a few of the most modern examine within the box of man-made intelligence and finance, and offers in-depth research and hugely acceptable instruments and methods for practitioners and researchers during this box.

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Additional info for Artificial Intelligence in Financial Markets: Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics

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In the proposed model, NN is used for the approximation of expected value and variance of fuzzy returns.  Their model and genetic algorithms are also compared. Quah et al. [81] compared the performance of ANFIS, MLP-NN and GGAP-RBF (general growing pruning radial basis function). Quah et al. also proposed the method of selection of equities through the use of a ROC (relative operating characteristics) curve. Stock Market Prediction The volatile nature of stock market requires a variety of computing techniques.

79] developed an NN-dependent mean-variance skewness model for portfolio section on the basis of the integration of an RBF (radial basis function) and a Lagrange multiplier theory of optimization. Li et al. [80] proposed a hybrid intelligent algorithm by assimilating NN, simulated annealing algorithm and fuzzy simulation techniques for solving portfolio selection problems. In the proposed model, NN is used for the approximation of expected value and variance of fuzzy returns.  Their model and genetic algorithms are also compared.

New problems, new solutions: Making portfolio management more effective. Research-Technology Management, 43(2), 18–33. 105. SAS Academy for Data Science. (2015a). Weka. (2015a). Scilab. (2015a). org/, date accessed 15 September 2015 108. R. (2015a). SPMF. (2015a). LASIN—Laboratory of Synergetics. (2015a). pdf, date accessed 15 September 2015 44 S. Gadre-Patwardhan et al. Kumar, S. (2004). Neural networks: A classroom approach. New Delhi: Tata McGraw-Hill Education, 184.  J. L. (2006). Neuro-dynamic trading methods.

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