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Book Cover
E-book
Author Dunis, Christian.

Title Computational Intelligence Techniques for Trading and Investment
Published Hoboken : Taylor and Francis, 2014

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Description 1 online resource (239 pages)
Series Routledge Advances in Experimental and Computable Economics
Routledge advances in experimental and computable economics.
Contents Cover; Half Title; Title Page; Copyright Page; Dedication; Table of Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Part I Introduction; 1 Computational intelligence: recent advances, perspectives and open problems; 2 Financial forecasting and trading strategies: a survey; Part II Trading and investments with traditional computational intelligence techniques; 3 Hidden Markov models: financial modelling and applications; 4 Adaptive filtering on forecasting financial derivatives indices; Part III Trading and investments with artificial neural networks
5 Modelling and trading the corn-ethanol crush spread with neural networks6 Trading decision support with historically consistent neural networks; Part IV Trading and investments with hybrid evolutionary methodologies; 7 Advanced short-term forecasting and trading deploying neural networks optimized with an adaptive evolutionary algorithm; 8 Using argumentation and hybrid evolutionary multi-model partitioning algorithms for efficient portfolio construction; Part V Trading and investments with advanced computational intelligence modelling techniques
9 Forecasting DAX 30 using support vector machines and VDAX10 Ensemble learning of high-dimensional stock market data; Index
Summary 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
Notes Print version record
Subject Investments -- Mathematical models.
Investment analysis -- Mathematical models
Speculation -- Mathematical models
Computational intelligence.
BUSINESS & ECONOMICS -- Finance.
Computational intelligence
Investment analysis -- Mathematical models
Investments -- Mathematical models
Speculation -- Mathematical models
Form Electronic book
Author Likothanassis, Spiros
Karathanasopoulos, Andreas
Sermpinis, Georgios
Theofilatos, Konstantinos
ISBN 9781136195112
1136195114