The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides an arsenal of particularly useful techniques. These techniques include new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems. Computational intelligence has also evolved rapidly over the past few years and it is now one of the most active fields in operations research and computer science. This volume presents the recent advances of the use of computation intelligence in financial decision making. The book covers all the major areas of computational intelligence and a wide range of problems in finance, such as portfolio optimization, credit risk analysis, asset valuation, financial forecasting, and trading.
Preface.- List of Contributors.-
1. Statistically Principled Application
of Computational Intelligence Techniques for Finance (J.V. Healy).-
2. Can
Artificial Traders Learn and Err Like Human Traders? A New Direction for
Computational Intelligence in Behavioral Finance (S.-H. Chen, K.-C. Shih,
C.-C. Tai).-
3. Application of Intelligent Systems for News Analytics (C.
Bozic, S. Chalup, D. Seese).-
4. Modelling and Trading the Greek Stock Market
with Hybrid ARMA-Neural Network Models (C. L. Dunis, J. Laws, A.
Karathanasopoulos).-
5. Pattern Detection and Analysis in Financial Time
Series Using Suffix Arrays (K. F. Xylogiannopoulos, P. Karampelas, R.
Alhajj).-
6. Genetic Programming for the Induction of Seasonal Forecasts: A
Study on Weather Derivatives (A. Agapitos, M. ONeill, A. Brabazon).-
7.
Evolution Strategies for IPO Underpricing Prediction (D. Quintana, C. Luque,
J. M. Valls, P. Isasi).-
8. Bayesian Networks for Portfolio Analysis and
Optimization (S. Villa, F. Stella).-
9. Markov Chains in Modelling of the
Russian Financial Market (G. A. Bautin and V. A. Kalyagin).-
10. Fuzzy
Portfolio Selection Models: A Numerical Study (En. Vercher and J. D.
Bermúdez).-
11. Financial Evaluation of Life Insurance Policies in High
Performance Computing Environments (S. Corsaro, P. L. De Angelis, Z. Marino,
P. Zanetti).- Index.
