BUCH - Ribeiro, Rita A., Hans-Jürgen Zimmermann and Ronald R. Yager
Soft Computing in Financial Engineering
Mitwirkender: Ribeiro, Rita Almeida; Yager, Ronald R.; Zimmermann, Hans-Jürgen
BUCH - Ribeiro, Rita A., Hans-Jürgen Zimmermann and Ronald R. Yager
Soft Computing in Financial Engineering
Mitwirkender: Ribeiro, Rita Almeida; Yager, Ronald R.; Zimmermann, Hans-Jürgen
- Gebundenes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
The focus is on the application of soft computing to a new emerging discipline called financial engineering. Financial engineering can be seen as a field emerging out of an attempt to address the issues of concern in finance with the tools and perspectives of engineering, especially electrical and systems engineering. The ability to measure almost all financial variables in quantifiable terms, the strong emphasis on optimization, and the centrality of time dependency provide for a strong overlap of those disciplines. This all provides a synergistic effect, and makes it possible to more…mehr
The focus is on the application of soft computing to a new emerging discipline called financial engineering. Financial engineering can be seen as a field emerging out of an attempt to address the issues of concern in finance with the tools and perspectives of engineering, especially electrical and systems engineering. The ability to measure almost all financial variables in quantifiable terms, the strong emphasis on optimization, and the centrality of time dependency provide for a strong overlap of those disciplines. This all provides a synergistic effect, and makes it possible to more effectively and efficiently deal with a variety of problems related to broadly perceived financial analyses.
Produktdetails
- Produktdetails
- Studies in Fuzziness and Soft Computing
- Verlag: Physica-Verlag
- Seitenzahl: 506
- Englisch
- Abmessung: 240mm
- Gewicht: 890g
- ISBN-13: 9783790811735
- ISBN-10: 3790811734
- Artikelnr.: 07889148
- Studies in Fuzziness and Soft Computing
- Verlag: Physica-Verlag
- Seitenzahl: 506
- Englisch
- Abmessung: 240mm
- Gewicht: 890g
- ISBN-13: 9783790811735
- ISBN-10: 3790811734
- Artikelnr.: 07889148
Aus dem Inhalt: Preface Introductory Sections: Imprecise Data, And Decision Making Under Fuzziness: M. Mares, R. Mesiar: Vagueness of Verbal Variables; R.R. Yager, M.T. Lamata: Decision Making Under Uncertainty with Nonnumeric Payoffs; S. Greco: Fuzzy Measures and Equilibrium Conditions on the Financial Market; M. Mares: Sharing Vague Profit in Fuzzy Cooperation Time Series Analyses and Prediction: S. Giove, P. Pellizzari: Time Series Filtering and Reconstruction Using Fuzzy Weighted Local Regression; O. Castillo, P. Melin: Automated Mathematical Modelling for Financial Time Series Prediction Combining Fuzzy Logic and Fractal Theory P.L. Belcarao, M. Corazza: A 2-Stage Artificial Neural Network Predictor with Application to Financial Time Series; R. Kozma, N.K. Kasabov: Generic Neuro-Fuzzy-Chaos Methodology for Time-Series Analysis and Building Intelligent Adaptive Systems; M. Krawczak: Dynamic Programming and Fuzzy Reinforcement of Backpropagation for Interest Rate Pred iction Stock and Currency Markets: H. Tanaka, P. Guo: Portfolio Selection Based on Possibility Theory; S. Siekman, R. Neuneier, H.G. Zimmermann, R. Kruse: Neuro-Fuzzy Methods Applied to the German Stock Index DAX; M.A. Soares Macahado, L.A. Rodrigues Gaspar, A. Ara jo de Freitas Jr., R. Castro Souza: IBOVESPA Neuro-Fuzzy Forecasting: A Case Study in Brazilian Capital Markets; K.K. Yen, S. Goshray: Application of Fuzzy Regression Models to Predict Exchange Rates for Composite Currencies; S. Goshray, K.K. Yen: A Fuzzy Inferencing Approach Towards the Chaotic Nature of Foreign Currency Interactions; S. Tano: Application of Fuzzy Methodologies to Financial Fields: FOREX Case Studies and Generalizations Corporate Financial Analyses: S. Benferhat, H. Farreny, H. Prade: Possibilistic Rule-Based Inference: A Case Study in Financial Analysis; R.A. Ribeiro, F. Moura-Pires: Financial Analysis of Non-Financial Companies with Neutral Networks; P. Hofmeister: Customers Segment ation with Fuzzy Clustering; N. Vojdani, M. Bellmann: A Rejects Management Information System by Means of Fuzzy Logic Analyses and Calculation of Risk and Value: H.J. Rommelfanger: Fuzzy Logic Based Systems for Checking Credit Solvency of Small Business Firms; R. Weber: Applications of Fuzzy Logic for Creditworthiness Evaluation; R. Slowonski, C. Zapounodis, A.I. Dimitras, R. Susmaga: Rough Set Predictor of Business Failure; M.R. Simonelli: Fuzzy Insurance Premium Principles; G. Gim, Th. Whalen: Second Order Data Mining: Fire Risk Classification in a Newly-Developed Country; P.P. Bonissone, W. Cheetham, D.C. Golibersuch, P. Khedkar: Automated Residential Property Valuation: An Accurate and Reliable Approach Based on Soft Computing Auditing and Reporting: S.K. Dutta, R.P. Srivastava: Theoretical Investigation of Belief Revision in Auditing; E.H. Feroz, T.M. Kwon: Self-Organizing Fuzzy and MLP Approaches to Detecting Fraudulent Financial Reporting.
Aus dem Inhalt: Preface Introductory Sections: Imprecise Data, And Decision Making Under Fuzziness: M. Mares, R. Mesiar: Vagueness of Verbal Variables; R.R. Yager, M.T. Lamata: Decision Making Under Uncertainty with Nonnumeric Payoffs; S. Greco: Fuzzy Measures and Equilibrium Conditions on the Financial Market; M. Mares: Sharing Vague Profit in Fuzzy Cooperation Time Series Analyses and Prediction: S. Giove, P. Pellizzari: Time Series Filtering and Reconstruction Using Fuzzy Weighted Local Regression; O. Castillo, P. Melin: Automated Mathematical Modelling for Financial Time Series Prediction Combining Fuzzy Logic and Fractal Theory P.L. Belcarao, M. Corazza: A 2-Stage Artificial Neural Network Predictor with Application to Financial Time Series; R. Kozma, N.K. Kasabov: Generic Neuro-Fuzzy-Chaos Methodology for Time-Series Analysis and Building Intelligent Adaptive Systems; M. Krawczak: Dynamic Programming and Fuzzy Reinforcement of Backpropagation for Interest Rate Pred iction Stock and Currency Markets: H. Tanaka, P. Guo: Portfolio Selection Based on Possibility Theory; S. Siekman, R. Neuneier, H.G. Zimmermann, R. Kruse: Neuro-Fuzzy Methods Applied to the German Stock Index DAX; M.A. Soares Macahado, L.A. Rodrigues Gaspar, A. Ara jo de Freitas Jr., R. Castro Souza: IBOVESPA Neuro-Fuzzy Forecasting: A Case Study in Brazilian Capital Markets; K.K. Yen, S. Goshray: Application of Fuzzy Regression Models to Predict Exchange Rates for Composite Currencies; S. Goshray, K.K. Yen: A Fuzzy Inferencing Approach Towards the Chaotic Nature of Foreign Currency Interactions; S. Tano: Application of Fuzzy Methodologies to Financial Fields: FOREX Case Studies and Generalizations Corporate Financial Analyses: S. Benferhat, H. Farreny, H. Prade: Possibilistic Rule-Based Inference: A Case Study in Financial Analysis; R.A. Ribeiro, F. Moura-Pires: Financial Analysis of Non-Financial Companies with Neutral Networks; P. Hofmeister: Customers Segment ation with Fuzzy Clustering; N. Vojdani, M. Bellmann: A Rejects Management Information System by Means of Fuzzy Logic Analyses and Calculation of Risk and Value: H.J. Rommelfanger: Fuzzy Logic Based Systems for Checking Credit Solvency of Small Business Firms; R. Weber: Applications of Fuzzy Logic for Creditworthiness Evaluation; R. Slowonski, C. Zapounodis, A.I. Dimitras, R. Susmaga: Rough Set Predictor of Business Failure; M.R. Simonelli: Fuzzy Insurance Premium Principles; G. Gim, Th. Whalen: Second Order Data Mining: Fire Risk Classification in a Newly-Developed Country; P.P. Bonissone, W. Cheetham, D.C. Golibersuch, P. Khedkar: Automated Residential Property Valuation: An Accurate and Reliable Approach Based on Soft Computing Auditing and Reporting: S.K. Dutta, R.P. Srivastava: Theoretical Investigation of Belief Revision in Auditing; E.H. Feroz, T.M. Kwon: Self-Organizing Fuzzy and MLP Approaches to Detecting Fraudulent Financial Reporting.