Computational Intelligence in Economics and Finance: V.2

Description

Readers will find, in this highly relevant and groundbreaking book, research ranging from applications in financial markets and business administration to various economics problems.

Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods.

In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.

Chen, Wang, and Kuo have grouped the 12 contributions following their introductory chapter into applications of fuzzy logic, neural networks (including self-organizing maps and support vector machines), and evolutionary computation.

The contributing chapters were selected either by invitation or based on a careful selection and extension of the best papers from the International Workshop on Computational Intelligence in Economics and Finance in 2005.

Overall, the book offers researchers an excellent overview of current advances and applications of computational intelligence techniques to economics and finance problems.

Computational Intelligence in Economics and Finance: Shifting the Research Frontier

Shu-Heng Chen, Paul P. Wang, Tzu-Wen Kuo

An Overview of Insurance Uses of Fuzzy Logic

Arnold F. Shapiro

Forecasting Agricultural Commodity Prices using Hybrid Neural

Networks

Tamer Shahwan, Martin Odening

Nonlinear Principal Component Analysis for Withdrawal from the Employment Time Guarantee Fund

Li Weigang, Aipore Rodrigues de Moraes, Shi Lihua, Raul Yukihiro

Matsushita

Estimating Female Labor Force Participation through Statistical and Machine Learning Methods: A Comparison

Omar Zambrano, Claudio M. Rocco S, Marco Muselli

An Application of Kohonen's SOFM to the Management of Benchmarking Policies

Raquel Florez-Lopez

Trading Strategies Based on K-means Clustering and RegressionModels

Hongxing He, Jie Chen, Huidong Jin, Shu-Heng Chen

Comparison of Instance-Based Techniques for Learning to Predict

Changes in Stock Prices

David B. LeRoux

Application of an Instance Based Learning Algorithm for Predicting the

Stock Market Index

Ruppa K. Thulasiram, Adenike Y. Bamgbade

Evaluating the Efficiency of Index Fund Selections Over the Fund's Future Period

Yukiko Orito, Manabu Takeda, Kiyoaki Iimura, Genji Yamazaki

Failure of Genetic-Programming Induced Trading Strategies: Distinguishing between Efficient Markets and Inefficient Algorithms

Shu-Heng Chen, Nicolas Navet

Nonlinear Goal-Directed CPPI Strategy

Jiah-Shing Chen, Benjamin Penyang Liao

Hybrid-Agent OrganizationModeling: A Logical-Heuristic Approach

Ana Marostica, Cesar A. Briano, Ernesto Chinkes Index