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Preface; Contents; The Editors; Acknowledgements; Final Words; References; Contents; Notes on Contributors; Part I: Introduction to Artificial Intelligence; 1: A Review of Artificially Intelligent Applications in the Financial Domain; 1 Introduction; Applications ofßANN inßFinance; Portfolio Management; Stock Market Prediction; Risk Management; 2 Application ofßExpert Systems inßFinance; Portfolio Management; Stock Market Prediction; Risk Management; 3 Applications ofßHybrid Intelligence inßFinance; Portfolio Management; Stock Market Prediction; Risk Management; 4 Conclusion.
5 Appendix 1 Regression Analysis [7]; Classification [7]; Clustering [7]; Fuzzy c-means clustering [7]; Back propagation Algorithm Code inßMATLAB [111]; Sample Code ofßNN Using MATLAB forßFinance Management; Required functions [6]; Load Historic DAX Prices; Plotting Financial Data [6]; CAPM [6]; Stock Price Prediction Based onßCurve Fitting [6]; References; Part II: Financial Forecasting and Trading; 2: Trading theßFTSE100 Index: 'Adaptive' Modelling andßOptimization Techniques; 1 Introduction; 2 Literature Review; 3 Related Financial Data; 4 Proposed Method.
5 Empirical Results Benchmark Models; Trading Performance; 6 Conclusions andßFuture Work; References; 3: Modelling, Forecasting andßTrading theßCrack: AßSliding Window Approach toßTraining Neural Networks; 1 Introduction; 2 Literature Review; Modelling theßCrack; Training ofßNeural Networks; 3 Descriptive Statistics; 4 Methodology; The MLP Model; The PSO Radial Basis Function Model; 5 Empirical Results; Statistical Accuracy; Trading Performance; 6 Concluding Remarks andßResearch Limitations; 7 Appendix; Performance Measures; Supplementary Information.
ARMA Equations andßEstimations GARCH Equations andßEstimations; PSO Parameters; Best Weights over theßTraining Windows; References; 4: GEPTrader: AßNew Standalone Tool forßConstructing Trading Strategies withßGene Expression Programming; 1 Introduction; 2 Literature Review; Genetic Programming andßIts Applications toßFinancial Forecasting; Gene Expression Programming andßPrevious Applications; 3 Dataset; 4 GEPTrader; Proposed Algorithm; GEPTrader Graphical User Interface; 5 Empirical Results; Benchmark Models; Statistical Performance; Trading Performance; 6 Conclusions.
5 Appendix 1 Regression Analysis [7]; Classification [7]; Clustering [7]; Fuzzy c-means clustering [7]; Back propagation Algorithm Code inßMATLAB [111]; Sample Code ofßNN Using MATLAB forßFinance Management; Required functions [6]; Load Historic DAX Prices; Plotting Financial Data [6]; CAPM [6]; Stock Price Prediction Based onßCurve Fitting [6]; References; Part II: Financial Forecasting and Trading; 2: Trading theßFTSE100 Index: 'Adaptive' Modelling andßOptimization Techniques; 1 Introduction; 2 Literature Review; 3 Related Financial Data; 4 Proposed Method.
5 Empirical Results Benchmark Models; Trading Performance; 6 Conclusions andßFuture Work; References; 3: Modelling, Forecasting andßTrading theßCrack: AßSliding Window Approach toßTraining Neural Networks; 1 Introduction; 2 Literature Review; Modelling theßCrack; Training ofßNeural Networks; 3 Descriptive Statistics; 4 Methodology; The MLP Model; The PSO Radial Basis Function Model; 5 Empirical Results; Statistical Accuracy; Trading Performance; 6 Concluding Remarks andßResearch Limitations; 7 Appendix; Performance Measures; Supplementary Information.
ARMA Equations andßEstimations GARCH Equations andßEstimations; PSO Parameters; Best Weights over theßTraining Windows; References; 4: GEPTrader: AßNew Standalone Tool forßConstructing Trading Strategies withßGene Expression Programming; 1 Introduction; 2 Literature Review; Genetic Programming andßIts Applications toßFinancial Forecasting; Gene Expression Programming andßPrevious Applications; 3 Dataset; 4 GEPTrader; Proposed Algorithm; GEPTrader Graphical User Interface; 5 Empirical Results; Benchmark Models; Statistical Performance; Trading Performance; 6 Conclusions.