Datamining und Computational Finance

Datamining und Computational Finance PDF Author: Georg Bol
Publisher: Springer-Verlag
ISBN: 3642576567
Category : Computers
Languages : de
Pages : 270
Book Description
Der Schwerpunkt des siebten Karlsruher Ökonometrie-Workshops lag auf der Anwendung Neuronaler Netze bei Finanzzeitreihen, dem Einsatz von Datamining und Maschinellen Lernverfahren bei Fragestellungen des Finanzbereichs und quantitativen Methoden zur Beurteilung von Markt- und Länderrisiken. Das Spektrum ausgewählter Referate in diesem Buch, u.a. auch von international renommierten Experten, reicht von allgemeinen Betrachtungen zur Prognose mit Neuronalen Netzen und empirischen Ergebnissen für Wechselkurse, Rentenmärkte und Absatzzahlen über die Beurteilung von Marktrisiken und die Kreditüberwachung mit Maschinellen Lernverfahren bis zur Ermittlung und Einschätzung von Länderrisiken. Dieser Band berichtet über die aktuelle Entwicklung in diesen Gebieten und bietet ein Forum für Diskussionen.

Data Mining in Computational Finance

Data Mining in Computational Finance PDF Author: Swati Jadhav
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description


Computational Finance and Its Applications III

Computational Finance and Its Applications III PDF Author: M. Costantino
Publisher: WIT Press
ISBN: 1845641116
Category : Business & Economics
Languages : en
Pages : 227
Book Description
Featuring papers from the Third International Conference on Computational Finance and its Applications, the text includes papers that encompass a wide range of topics such as modern financial services technologies, derivatives pricing, portfolio management and asset allocation, and intelligent trading agents.

Handbook of Computational Finance

Handbook of Computational Finance PDF Author: Jin-Chuan Duan
Publisher: Springer Science & Business Media
ISBN: 9783642172540
Category : Business & Economics
Languages : en
Pages : 804
Book Description
Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.

Natural Computing in Computational Finance

Natural Computing in Computational Finance PDF Author: Anthony Brabazon
Publisher: Springer Science & Business Media
ISBN: 3540959734
Category : Business & Economics
Languages : en
Pages : 250
Book Description
Recent years have seen the widespread application of Natural Computing algorithms (broadly defined in this context as computer algorithms whose design draws inspiration from phenomena in the natural world) for the purposes of financial modelling and optimisation. A related stream of work has also seen the application of learning mechanisms drawn from Natural Computing algorithms for the purposes of agent-based modelling in finance and economics. In this book we have collected a series of chapters which illustrate these two faces of Natural Computing. The first part of the book illustrates how algorithms inspired by the natural world can be used as problem solvers to uncover and optimise financial models. The second part of the book examines a number agent-based simulations of financial systems. This book follows on from Natural Computing in Computational Finance (Volume 100 in Springer’s Studies in Computational Intelligence series) which in turn arose from the success of EvoFIN 2007, the very first European Workshop on Evolutionary Computation in Finance & Economics held in Valencia, Spain in April 2007.

Computational Intelligence in Data Mining

Computational Intelligence in Data Mining PDF Author: Himansu Sekhar Behera
Publisher: Springer
ISBN: 9811080550
Category : Technology & Engineering
Languages : en
Pages : 899
Book Description
The International Conference on “Computational Intelligence in Data Mining” (ICCIDM), after three successful versions, has reached to its fourth version with a lot of aspiration. The best selected conference papers are reviewed and compiled to form this volume. The proceedings discusses the latest solutions, scientific results and methods in solving intriguing problems in the fields of data mining, computational intelligence, big data analytics, and soft computing. The volume presents a sneak preview into the strengths and weakness of trending applications and research findings in the field of computational intelligence and data mining along with related field.

Encyclopedia of Information Science and Technology

Encyclopedia of Information Science and Technology PDF Author: Mehdi Khosrow-Pour
Publisher: IGI Global Snippet
ISBN: 9781605660264
Category : Computers
Languages : en
Pages : 523
Book Description
"This set of books represents a detailed compendium of authoritative, research-based entries that define the contemporary state of knowledge on technology"--Provided by publisher.

Data Mining X

Data Mining X PDF Author: A. Zanasi
Publisher: WIT Press
ISBN: 1845641841
Category : Computers
Languages : en
Pages : 181
Book Description
Since the end of the Cold War, the threat of large-scale wars has been substituted by new threats: terrorism, organised crime, trafficking, smuggling, proliferation of weapons of mass destruction. To react to them, a security strategy is necessary, but in order to be effective it requires several instruments, including technological tools. Consequently, research and development in the field of security is proving to be an ever-expanding field all over the world. Data mining is seen more and more not only as a key technology in business, engineering and science but as one of the key features in security. To stress that all these technologies must be seen as a way to improve not only the security of citizens but also their freedom, special attention will be given to data protection research issues. The 10th International Conference on Data Mining is part of the successful series and the topics include: Text mining and text analytics; Data mining applications; Data mining methods.

Introduction to Data Mining and Its Applications

Introduction to Data Mining and Its Applications PDF Author: S. Sumathi
Publisher: Springer Science & Business Media
ISBN: 3540343504
Category : Computers
Languages : en
Pages : 828
Book Description
This book explores the concepts of data mining and data warehousing, a promising and flourishing frontier in data base systems and new data base applications and is also designed to give a broad, yet in-depth overview of the field of data mining. Data mining is a multidisciplinary field, drawing work from areas including database technology, AI, machine learning, NN, statistics, pattern recognition, knowledge based systems, knowledge acquisition, information retrieval, high performance computing and data visualization. This book is intended for a wide audience of readers who are not necessarily experts in data warehousing and data mining, but are interested in receiving a general introduction to these areas and their many practical applications. Since data mining technology has become a hot topic not only among academic students but also for decision makers, it provides valuable hidden business and scientific intelligence from a large amount of historical data. It is also written for technical managers and executives as well as for technologists interested in learning about data mining.

Data Mining IX

Data Mining IX PDF Author: A. Zanasi
Publisher: WIT Press
ISBN: 1845641108
Category : Computers
Languages : en
Pages : 298
Book Description
Bringing together papers presented at the ninth International Conference on Data Mining, this book addresses the developments in this important field. Featured topics include: data preparation, clustering technologies, customer relationship management, text mining, web mining, and categorisation methods.