Decision Technologies For Financial Engineering

Author : Apostolos-Paul N. Refenes
Publisher : Springer Science & Business Media
ISBN 13 : 1461556252
Total Pages : 472 pages
Book Rating : 4.51/5 ( download)

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Download or read book Decision Technologies for Computational Finance written by Apostolos-Paul N. Refenes and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.

Author : Andreas S. Weigend
Publisher : World Scientific
ISBN 13 : 9814546216
Total Pages : 436 pages
Book Rating : 4.18/5 ( download)

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Download or read book Decision Technologies for Financial Engineering written by Andreas S. Weigend and published by World Scientific. This book was released on 1998-01-02 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries. The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering. Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic. The chapters emphasizes in-depth and comparative evaluation with established approaches. Contents:Decision Technologies:Optimization of Trading Systems and Portfolios (J E Moody & L Z Wu)Nonlinear versus Linear Techniques for Selecting Individual Stocks (S Mahfoud et al.)Soft Prediction of Stock Behavior (Y Baram)Risk Management:Validating a Connectionist Model of Financial Diagnosis (P E Pedersen)Neural Networks for Risk Analysis in Stock Price Forecasts (M Klenin)Optimizing Neural Network Classifiers for Bond Rating (A N Skurikhin & A J Surkan)Statistical Learning for Financial Problems:Forecasting Volatility Mispricing (P J Bolland & A N Burgess)Intraday Modeling of the Term Structure of Interest Rates (J T Connor et al.)Modeling of Nonstationary Financial Time Series by Nonparametric Data Selection (G Deco et al.)Foreign Exchange Trading and Analysis:Principal Components Analysis for Modeling Multi-Currency Porfolios (J Utans et al.)Quantization Effects and Cluster Analysis on Foreign Exchange Rates (W M Leung et al.)A Computer Simulation of Currency Market Participantsand other papers Readership: Practitioners and academics who are interested in developments and applications of data mining to finance. keywords:

Author : Apostolos-Paul N. Refenes
Publisher :
ISBN 13 : 9781461556268
Total Pages : 496 pages
Book Rating : 4.60/5 ( download)

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Download or read book Decision Technologies for Computational Finance written by Apostolos-Paul N. Refenes and published by . This book was released on 2014-09-01 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Paul Glasserman
Publisher : Springer Science & Business Media
ISBN 13 : 9780387004518
Total Pages : 624 pages
Book Rating : 4.13/5 ( download)

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Download or read book Monte Carlo Methods in Financial Engineering written by Paul Glasserman and published by Springer Science & Business Media. This book was released on 2004 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Author : Constantin Zopounidis
Publisher : Springer Science & Business Media
ISBN 13 : 146154663X
Total Pages : 230 pages
Book Rating : 4.34/5 ( download)

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Download or read book Intelligent Decision Aiding Systems Based on Multiple Criteria for Financial Engineering written by Constantin Zopounidis and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a new point of view on the field of financial engineering, through the application of multicriteria intelligent decision aiding systems. The aim of the book is to provide a review of the research in the area and to explore the adequacy of the tools and systems developed according to this innovative approach in addressing complex financial decision problems, encountered within the field of financial engineering. Audience: Researchers and professionals such as financial managers, financial engineers, investors, operations research specialists, computer scientists, management scientists and economists.

Author : Constantin Zopounidis
Publisher : Springer Science & Business Media
ISBN 13 : 0387766820
Total Pages : 494 pages
Book Rating : 4.29/5 ( download)

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Download or read book Handbook of Financial Engineering written by Constantin Zopounidis and published by Springer Science & Business Media. This book was released on 2010-07-25 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.

Author : Gerasimos G. Rigatos
Publisher : Springer
ISBN 13 : 9783319850047
Total Pages : 310 pages
Book Rating : 4.40/5 ( download)

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Download or read book State-Space Approaches for Modelling and Control in Financial Engineering written by Gerasimos G. Rigatos and published by Springer. This book was released on 2018-05-08 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in financial systems when these are described in the form of nonlinear ordinary differential equations. It then addresses problems associated with the control and estimation of financial systems governed by partial differential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support financial engineers in decision making. The application of state-space models in financial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for finance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of financial systems to be established. Covering the following key areas of financial engineering: (i) control and stabilization of financial systems dynamics, (ii) state estimation and forecasting, and (iii) statistical validation of decision-making tools, the book can be used for teaching undergraduate or postgraduate courses in financial engineering. It is also a useful resource for the engineering and computer science community

Author : Kwong S. Leung
Publisher : Springer
ISBN 13 : 3540444912
Total Pages : 576 pages
Book Rating : 4.16/5 ( download)

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Download or read book Intelligent Data Engineering and Automated Learning - IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents written by Kwong S. Leung and published by Springer. This book was released on 2003-07-31 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: X Table of Contents Table of Contents XI XII Table of Contents Table of Contents XIII XIV Table of Contents Table of Contents XV XVI Table of Contents K.S. Leung, L.-W. Chan, and H. Meng (Eds.): IDEAL 2000, LNCS 1983, pp. 3›8, 2000. Springer-Verlag Berlin Heidelberg 2000 4 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 5 6 J. Sinkkonen and S. Kaski Clustering by Similarity in an Auxiliary Space 7 0.6 1.5 0.4 1 0.2 0.5 0 0 10 100 1000 10000 10 100 1000 Mutual information (bits) Mutual information (bits) 8 J. Sinkkonen and S. Kaski 20 10 0 0.1 0.3 0.5 0.7 Mutual information (mbits) Analyses on the Generalised Lotto-Type Competitive Learning Andrew Luk St B&P Neural Investments Pty Limited, Australia Abstract, In generalised lotto-type competitive learning algorithm more than one winner exist. The winners are divided into a number of tiers (or divisions), with each tier being rewarded differently. All the losers are penalised (which can be equally or differently). In order to study the various properties of the generalised lotto-type competitive learning, a set of equations, which governs its operations, is formulated. This is then used to analyse the stability and other dynamic properties of the generalised lotto-type competitive learning.

Author : Philip Barker
Publisher : Springer Science & Business Media
ISBN 13 : 1846287413
Total Pages : 562 pages
Book Rating : 4.11/5 ( download)

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Download or read book Java Methods for Financial Engineering written by Philip Barker and published by Springer Science & Business Media. This book was released on 2007-05-16 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the principles of model building in financial engineering. It explains those models as designs and working implementations for Java-based applications. The book provides software professionals with an accessible source of numerical methods or ready-to-use code for use in business applications. It is the first book to cover the topic of Java implementations for finance/investment applications and is written specifically to be accessible to software practitioners without prior accountancy/finance training. The book develops a series of packaged classes explained and designed to allow the financial engineer complete flexibility.

Author : Yiyong Feng
Publisher : Now Publishers
ISBN 13 : 9781680831184
Total Pages : 256 pages
Book Rating : 4.86/5 ( download)

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Download or read book A Signal Processing Perspective of Financial Engineering written by Yiyong Feng and published by Now Publishers. This book was released on 2016-08-09 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Signal Processing Perspective of Financial Engineering provides straightforward and systematic access to financial engineering for researchers in signal processing and communications