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.
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:
Download or read book Decision Technologies For Financial Engineering Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets Nncm 96 written by Yaser Abu-mostafa and published by World Scientific. This book was released on 1998-01-02 with total page 442 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.
Download or read book Decision Technologies for Financial Engineering written by Andreas S. Weigend and published by World Scientific Publishing Company Incorporated. This book was released on 1997 with total page 417 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.
Download or read book Modern Computational Finance written by Antoine Savine and published by John Wiley & Sons. This book was released on 2018-11-20 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in modern financial software to produce thousands of accurate risk sensitivities, within seconds, on light hardware. AAD recently became a centerpiece of modern financial systems and a key skill for all quantitative analysts, developers, risk professionals or anyone involved with derivatives. It is increasingly taught in Masters and PhD programs in finance. Danske Bank's wide scale implementation of AAD in its production and regulatory systems won the In-House System of the Year 2015 Risk award. The Modern Computational Finance books, written by three of the very people who designed Danske Bank's systems, offer a unique insight into the modern implementation of financial models. The volumes combine financial modelling, mathematics and programming to resolve real life financial problems and produce effective derivatives software. This volume is a complete, self-contained learning reference for AAD, and its application in finance. AAD is explained in deep detail throughout chapters that gently lead readers from the theoretical foundations to the most delicate areas of an efficient implementation, such as memory management, parallel implementation and acceleration with expression templates. The book comes with professional source code in C++, including an efficient, up to date implementation of AAD and a generic parallel simulation library. Modern C++, high performance parallel programming and interfacing C++ with Excel are also covered. The book builds the code step-by-step, while the code illustrates the concepts and notions developed in the book.
Download or read book Intelligent Decision Technologies written by Junzo Watada and published by Springer Science & Business Media. This book was released on 2011-11-19 with total page 903 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intelligent Decision Technologies (IDT) seeks an interchange of research on intelligent systems and intelligent technologies which enhance or improve decision making in industry, government and academia. The focus is interdisciplinary in nature, and includes research on all aspects of intelligent decision technologies, from fundamental development to the applied system. This volume represents leading research from the Third KES International Symposium on Intelligent Decision Technologies (KES IDT’11), hosted and organized by the University of Piraeus, Greece, in conjunction with KES International. The symposium was concerned with theory, design, development, implementation, testing and evaluation of intelligent decision systems. Topics include decision making theory, intelligent agents, fuzzy logic, multi-agent systems, Bayesian networks, optimization, artificial neural networks, genetic algorithms, expert systems, decision support systems, geographic information systems, case-based reasoning, time series, knowledge management systems, rough sets, spatial decision analysis, and multi-criteria decision analysis. These technologies have the potential to revolutionize decision making in many areas of management, healthcare, international business, finance, accounting, marketing, military applications, ecommerce, network management, crisis response, building design, information retrieval, and disaster recovery for a better future. The symposium was concerned with theory, design, development, implementation, testing and evaluation of intelligent decision systems. Topics include decision making theory, intelligent agents, fuzzy logic, multi-agent systems, Bayesian networks, optimization, artificial neural networks, genetic algorithms, expert systems, decision support systems, geographic information systems, case-based reasoning, time series, knowledge management systems, rough sets, spatial decision analysis, and multi-criteria decision analysis. These technologies have the potential to revolutionize decision making in many areas of management, healthcare, international business, finance, accounting, marketing, military applications, ecommerce, network management, crisis response, building design, information retrieval, and disaster recovery for a better future.
Download or read book Computational Finance and Its Applications III written by M. Costantino and published by WIT Press. This book was released on 2008 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Intelligent Decision Technologies 2018 written by Ireneusz Czarnowski and published by Springer. This book was released on 2018-05-30 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers the proceedings of the KES-IDT-2018 conference, held in Gold Coast, Queensland, Australia, on June 20–22, 2018 The conference provided opportunities to present and discuss the latest research results, promoting knowledge transfer and the generation of new ideas in the field of intelligent decision-making. The range of topics explored is wide, and includes methods for decision-making, decision support, data analysis, modeling and many more in areas such as finance, economics, management, engineering and transportation. The book contains several sections devoted to specific topics, such as: · Decision-Making Theory for Economics · Advances in Knowledge-based Statistical Data Analysis · On Knowledge-Based Digital Ecosystems & Technologies for Smart and Intelligent Decision Support Systems · Soft Computing Models in Industrial and Management Engineering · Computational Media Computing and its Applications · Intelligent Decision-Making Technologies · Digital Architectures and Decision Management
Download or read book Computational Finance written by George Levy and published by Butterworth-Heinemann. This book was released on 2004-01-27 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accompanying CD-ROM contains ... "working computer code, demonstration applications, and also PDF versions of several research articles that are referred to in the book." -- d.j.
Download or read book Natural Computing in Computational Finance written by Anthony Brabazon and published by Springer Science & Business Media. This book was released on 2009-03-13 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Recent Advances in Computational Finance written by Dash Gordon H Thomaidis Nikolaos and published by Nova Science Publishers. This book was released on 2013-01-01 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: As it stands today, the spectrum of methods, tools, and applications that populate the area of computational finance is literally vast. Distinctively, it is this vast domain that differentiates today's financial decision makers from their counterparts of just a decade ago. Couched within this landscape are a set of increasingly complex resource utilization decisions; decisions that are, today, impacted by a surprising growth in technology that now spans a more globally diverse production and engineering environment. Collectively, firm financial managers, portfolio managers, and enterprise risk managers continue to exhort the computational finance community to formulate effective tools that more descriptively reconcile difficult problems in new product development, risk mitigation, and overall enterprise management. The computational finance community has responded to this call by offering refinements to classic computational methods while also introducing new ones. From continuous optimization to natural and evolutionary computing to time-series econometrics, this edition covers contemporary developments in computational finance. The book examines how interdisciplinary contributions from applied mathematics, statistics, and engineering can be adapted to a problem-solving approach in finance with an emphasis on vexing, but identifiable, real-world problems.
Download or read book Computational Methods in Decision Making Economics and Finance written by Erricos John Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Download or read book Neural Networks and the Financial Markets written by Jimmy Shadbolt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.
Download or read book Encyclopedia of Information Science and Technology written by Mehdi Khosrow-Pour and published by IGI Global Snippet. This book was released on 2009 with total page 4292 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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.
Download or read book Computational Finance 1999 written by Yaser S. Abu-Mostafa and published by MIT Press. This book was released on 2000 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. Computational finance, an exciting new cross-disciplinary research area, draws extensively on the tools and techniques of computer science, statistics, information systems, and financial economics. This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. These methods are applied to a wide range of problems in finance, including risk management, asset allocation, style analysis, dynamic trading and hedging, forecasting, and option pricing. The book is based on the sixth annual international conference Computational Finance 1999, held at New York University's Stern School of Business.
Download or read book Computational Finance A Scientific Perspective written by Los Cornelis A and published by World Scientific Publishing Company. This book was released on 2000-12-07 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational finance deals with the mathematics of computer programs that realize financial models or systems. This book outlines the epistemic risks associated with the current valuations of different financial instruments and discusses the corresponding risk management strategies. It covers most of the research and practical areas in computational finance. Starting from traditional fundamental analysis and using algebraic and geometric tools, it is guided by the logic of science to explore information from financial data without prejudice. In fact, this book has the unique feature that it is structured around the simple requirement of objective science: the geometric structure of the data = the information contained in the data.
Download or read book Computational Finance and Its Applications written by Wessex Institute of Technology and published by WIT Press (UK). This book was released on 2004 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intelligent computational systems have become increasingly important in many financial applications, such as portfolio selection, proprietary trading and risk management. At the same time, traditional techniques are constantly being improved and developed as a result of the increased power of modern computer systems.
