Computational Intelligence Techniques for Trading and Investment Routledge Advances in Experimental and Computable Economics Series
Coordonnateurs : Dunis Christian, Likothanassis Spiros, Karathanasopoulos Andreas, Sermpinis Georgios, Theofilatos Konstantinos
Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment.
The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading.
This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.
Part I: Introduction 1. Computational Intelligence: Recent advances, perspectives and open problems K. Theofilatos, E. Georgopoulos, S. Likothanassis and S. Mavroudi 2. Forecasting and trading strategies: A survey C. Stasinakis and G. Sermpinis Part II: Trading and Investments with Traditional Computational Intelligence Techniques 3. Hidden Markov Models: Financial modelling and applications S. Mitra 4. Modelling and Trading Financial Time-Series Using Kalman Filters and ARMA Modelling C. Dimitrakopoulos, A. Karathanasopoulos, G. Sermpinis and S. LikothanassisPart III: Trading and Investments with Artificial Neural Networks 5. Modelling and Trading the Corn/Ethanol Crush Spread with Neural Networks C. Dunis, J. Laws, P. Middleton and A. Karathanasopoulos 6. Trading Decision Support with Historically Consistent Neural Networks J. Von Mettenheim Part IV: Trading and Investments with Hybrid Evolutionary Methodologies 7. Modelling and Trading Financial Time-Series Using Adaptive Evolutionary Neural Networks K. Theofilatos, T. Amorgianiotis, A. Karathanasopoulos, G. Sermpinis and S. Likothanassis 8. Portfolio Construction Using Argumentation and Hybrid Evolutionary Forecasting Algorithms N. Spanoudakis, K. Pendaraki and G. BeligiannisPart V: Trading and Investments with Advanced Computational Intelligence Modelling Techniques 9. Forecasting DAX30 Using Support Vector Machine and VDAX R. Rosillo, J. Giner and D. de la Fuente 10. Ensemble Learning of High-Dimensional Stock Market Data M. Maragoudakis and D. Serpanos
Christian Dunis is Emeritus Professor of Banking and Finance at Liverpool John Moores University, UK and Joint General Manager of global risk and new products at Horus Partners Wealth Management Group SA, Switzerland.
Spiros Likothanassis is Professor and Director at the Pattern Recognition Laboratory in the Department of Computer Engineering and Informatics at the University of Patras, Greece.
Andreas Karathanasopoulos is Senior Lecturer in Finance and Risk Management at the University of East London, UK
Georgios Sermpinis is Senior Lecturer in Economics at the University of Glasgow, UK.
Konstantinos Theofilatos is a Post-Doctoral Researcher in the Department of Computer Engineering and Informatics at the University of Patras, Greece.
Date de parution : 03-2014
15.6x23.4 cm
Thèmes de Computational Intelligence Techniques for Trading and... :
Mots-clés :
velupillai; computational; computational economics; computational intelligence; experimental economics; forecasting; economic forecasting; markov; economic modelling; economic modeling; financial modelling; financial modeling; economic models; econometric models; financial models; neural networks; time series data; algorithms; financial trading; AI; artificial intelligence; financial analysis; quantitative analysis; trading strategies; evolutionary computation; zambelli; CME Group; Filter Based Feature Selection; USD Exchange Rate; Financial Time Series Forecasting; Out-of Sample Dataset; CRB Index; ARMA Model; Markov Blanket; Treynor Index; Vice Versa; Sharpe Ratio; RLS; CRB; LMS Algorithm; RLS Algorithm; Technical Trading Rules; MLP NNs; Adaptive Filtering Techniques; Random Forests; Kalman Filter; Neural Network Strategy; Adaptive Genetic Algorithm; Artificial Fish Swarm Algorithm; Adaptive Filtering; Fuzzy Regression Models