| Description |
1 online resource (xiv, 308 pages) : illustrations |
| Series |
The Kluwer international series in engineering and computer science ; SECS 547 |
|
Kluwer international series in engineering and computer science ; SECS 547.
|
| Contents |
The scope and methods of the study -- Numerical data mining models with financial applications -- Rule-based and hybrid financial data mining -- Relational data mining (RDM) -- Financial applications of relational data mining -- Comparison of performance of RDM and other methods in financial applications -- Fuzzy logic approach and its financial applications |
| Summary |
"Data Mining in Finance presents a comprehensive overview of major algorithmic approaches to predictive data mining, including statistical, neural networks, rule-based, decision-tree, and fuzzy-logic methods, and then examines the suitability of these approaches to financial data mining. The book focuses specifically on relational data mining (RDM), which is a learning method able to learn more expressive rules than other symbolic approaches." "Data Mining in Finance introduces a new approach, combining relational data mining with the analysis of statistical significance of discovered rules. This reduces the search space and speeds up the algorithms. The book also presents interactive and fuzzy logic tools for "mining" the knowledge from the experts, further reducing the search space." "Data Mining in Finance contains a number of practical examples of forecasting S & P 500, exchange rates, stock directions, and rating stocks for portfolio, allowing interested readers to start building their own models. This book is an excellent reference for researchers and professionals in the fields of artificial intelligence, machine learning, data mining, knowledge discovery, and applied mathematics."--Jacket |
| Analysis |
Samfundsvidenskab Økonomi |
| Bibliography |
Includes bibliographical references and index |
|
Includes bibliographical references (pages 285-298) and index |
| Notes |
Print version record |
| Subject |
Investments -- Data processing
|
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Stock price forecasting -- Data processing
|
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Data mining.
|
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BUSINESS & ECONOMICS -- Banks & Banking.
|
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Data mining
|
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Investments -- Data processing
|
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Stock price forecasting -- Data processing
|
| Form |
Electronic book
|
| Author |
Vityaev, Evgenii
|
| LC no. |
00022043 |
| ISBN |
0306470187 |
|
9780306470189 |
|
9780792378044 |
|
0792378040 |
|
6610206031 |
|
9786610206032 |
|
