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Applications of artificial intelligence in finance and economics /

The result of the selection of papers presented at a special session entitled 'Applications of Artificial Intelligence in Economics and Finance' at the '2003 International Conference on Artificial Intelligence'. This volume will appeal to economists interested in adopting an inte...

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Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: International Conference on Artificial Intelligence
Autres auteurs: Binner, Jane M., 1961-, Kendall, Graham, 1961-, Chen, Shu-Heng, 1959-
Format: Électronique Actes de congrès eBook
Langue:Inglés
Publié: Amsterdam ; Boston : Elsevier JAI, 2004.
Collection:Advances in econometrics ; v. 19.
Sujets:
Accès en ligne:Texto completo
Table des matières:
  • 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.