Computational Intelligence in Economics and Finance

Volume II

Editors: Wang, Paul P., Kuo, Tzu-Wen (Eds.)

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About this book

Computational intelligence (CI), as an alternative to statistical and econometric approaches, has been applied to a wide range of economics and finance problems in recent years, for example to price forecasting and market efficiency.

This book contains 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. All chapters were selected either by invitation or based on a careful selection and extension of 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.

About the authors

Prof. Dr Shu-Heng Chen is a professor in the Department of Economics of the National Chengchi University. He serves as the Director of the AI-ECON Research Center, National Chengchi University. Dr. Chen holds a M.A. degree in mathematics and a Ph. D. in Economics from the University of California at Los Angeles. He has more than 150 publications in international journals, edited volumes and conference proceedings.

Prof. Dr. Paul P. Wang, has published extensively in the fields of mathematical systems modeling, fuzzy logic, pattern recognition,intelligent ystems,managements of economical systems, and the computational biology and bioinformatics. He has been a co-founder of several corporations including Intelligent Machines Inc. He has served as an EiC of the Information Sciences Journal for two decades and he is the managing editor of the New Mathematics & Natural Computing at present. In addition,he is the founder of JCIS, Inc. and Society for Mathematics of Uncertainty in 2006.

Prof. Dr. Tzu-Wen Kuo is an assistant professor in Department of Finance and Banking of Aletheia University in Taiwan. She is also a fellow of AI-ECON research center. Her research interest is Genetic Programming in Economics and Finance.

Table of contents (4 chapters)

  • An Overview of Insurance Uses of Fuzzy Logic

    Arnold F. Shapiro

    Pages 25-61

  • Trading Strategies Based on K-means Clustering and Regression Models

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

    Pages 123-134

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

    Shu-Heng Chen, Nicolas Navet

    Pages 169-182

  • Nonlinear Goal-Directed CPPI Strategy

    Jiah-Shing Chen, Benjamin Penyang Liao

    Pages 183-208

Buy this book

eBook $119.00
price for USA
  • ISBN 978-3-540-72821-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $159.00
price for USA
  • ISBN 978-3-540-72820-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $159.00
price for USA
  • ISBN 978-3-642-09193-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Computational Intelligence in Economics and Finance
Book Subtitle
Volume II
Editors
  • Paul P. Wang
  • Tzu-Wen Kuo
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-72821-4
DOI
10.1007/978-3-540-72821-4
Hardcover ISBN
978-3-540-72820-7
Softcover ISBN
978-3-642-09193-3
Edition Number
1
Number of Pages
XIV, 228
Number of Illustrations and Tables
64 b/w illustrations
Topics