Dunis, Christian L.
Artificial Intelligence in Financial Markets
Part I. Introduction to Artificial Intelligence
1. A Review of Artificially Intelligent Applications in the Financial Domain
Swapnaja Gadre-Patwardhan, Vivek V. Katdare, Manish R. Joshi
Part II. Financial Forecasting and Trading
2. Trading the FTSE100 Index: ‘Adaptive’ Modelling and Optimization Techniques
Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos
3. Modelling, Forecasting and Trading the Crack: A Sliding Window Approach to Training Neural Networks
Christian L. Dunis, Peter W. Middleton, Konstantinos Theofilatos, Andreas Karathanasopoulos
4. GEPTrader: A New Standalone Tool for Constructing Trading Strategies with Gene Expression Programming
Andreas Karathanasopoulos, Peter W. Middleton, Konstantinos Theofilatos, Efstratios Georgopoulos
Part III. Economics
5. Business Intelligence for Decision Making in Economics
Bodislav Dumitru-Alexandru
Part IV. Credit Risk and Analysis
6. An Automated Literature Analysis on Data Mining Applications to Credit Risk Assessment
Sérgio Moro, Paulo Cortez, Paulo Rita
7. Intelligent Credit Risk Decision Support: Architecture and Implementations
Paulius Danenas, Gintautas Garsva
8. Artificial Intelligence for Islamic Sukuk Rating Predictions
Tika Arundina, Mira Kartiwi, Mohd. Azmi Omar
Part V. Portfolio Management, Analysis and Optimisation
9. Portfolio Selection as a Multi-period Choice Problem Under Uncertainty: An Interaction-Based Approach
Matjaz Steinbacher
10. Handling Model Risk in Portfolio Selection Using Multi-Objective Genetic Algorithm
Prisadarng Skolpadungket, Keshav Dahal, Napat Harnpornchai
11. Linear Regression Versus Fuzzy Linear Regression: Does it Make a Difference in the Evaluation of the Performance of Mutual Fund Managers?
Konstantina N. Pendaraki, Konstantinos P. Tsagarakis
Avainsanat: Finance, Corporate Finance, Investments and Securities, Banking, Risk Management, Quantitative Finance, Artificial Intelligence (incl. Robotics)
- Toimittaja
- Dunis, Christian L.
- Karathanasopolous, Andreas
- Middleton, Peter W.
- Theofilatos, Konstantinos
- Julkaisija
- Springer
- Julkaisuvuosi
- 2016
- Kieli
- en
- Painos
- 1
- Sarja
- New Developments in Quantitative Trading and Investment
- Sivumäärä
- 15 sivua
- Kategoria
- Talous
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9781137488800
- Painetun ISBN
- 978-1-137-48879-4