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The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and industrial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for exchange rates forecasting is because of ANNs’ unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal functional approximator that can capture any type of complex relationships.

Economics/Management Science. --- Finance /Banking. --- Quantitative Finance. --- Operations Research/Decision Theory. --- Artificial Intelligence (incl. Robotics). --- Computational Mathematics and Numerical Analysis. --- Computing Methodologies. --- Economics. --- Electronic data processing. --- Artificial intelligence. --- Finance. --- Computer science --- Banks and banking. --- Economie politique --- Informatique --- Intelligence artificielle --- Finances --- Banques --- Mathematics. --- Mathématiques --- Foreign exchange rates -- Forecasting. --- Foreign exchange rates -- Mathematical models. --- Neural networks (Computer science). --- Finance --- International Finance --- Investment & Speculation --- Banking --- Finance - General --- Business & Economics --- AA / International- internationaal --- 305.92 --- 333.450 --- Foreign exchange rates --- -Neural networks (Computer science) --- 332.456 --- Artificial neural networks --- Nets, Neural (Computer science) --- Networks, Neural (Computer science) --- Neural nets (Computer science) --- Artificial intelligence --- Natural computation --- Soft computing --- Exchange rates --- Fixed exchange rates --- Flexible exchange rates --- Floating exchange rates --- Fluctuating exchange rates --- Foreign exchange --- Rates of exchange --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel. --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit. --- Forecasting --- Rates --- Neural networks (Computer science) --- Forecasting. --- Operations research. --- Decision making. --- Economics, Mathematical. --- Computer mathematics. --- Macroeconomics. --- Finance, general. --- Macroeconomics/Monetary Economics//Financial Economics. --- Operation Research/Decision Theory. --- Economics --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Mathematical economics --- Econometrics --- Mathematics --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Funding --- Funds --- Currency question --- Methodology --- Decision making --- Artificial Intelligence. --- Economics, Mathematical . --- Financial applications. --- Data processing --- Econometrie van de internationale handel. Handelsbalans, betalingsbalans. Wissel --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit

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V-INVEX FUNCTIONS AND VECTOR OPTIMIZATION summarizes and synthesizes an aspect of research work that has been done in the area of Generalized Convexity over the past several decades. Specifically, the book focuses on V-invex functions in vector optimization that have grown out of the work of Jeyakumar and Mond in the 1990’s. V-invex functions are areas in which there has been much interest because it allows researchers and practitioners to address and provide better solutions to problems that are nonlinear, multi-objective, fractional, and continuous in nature. Hence, V-invex functions have permitted work on a whole new class of vector optimization applications. There has been considerable work on vector optimization by some highly distinguished researchers including Kuhn, Tucker, Geoffrion, Mangasarian, Von Neuman, Schaiible, Ziemba, etc. The authors have integrated this related research into their book and demonstrate the wide context from which the area has grown and continues to grow. The result is a well-synthesized, accessible, and usable treatment for students, researchers, and practitioners in the areas of OR, optimization, applied mathematics, engineering, and their work relating to a wide range of problems which include financial institutions, logistics, transportation, traffic management, etc.

Convex functions. --- Vector valued functions. --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Functions, Vector --- Functions, Vector valued --- Functional analysis --- Functions of real variables --- Functions, Convex --- Mathematics. --- Operations research. --- Management. --- Optimization. --- Applications of Mathematics. --- Calculus of Variations and Optimal Control; Optimization. --- Operations Research/Decision Theory. --- Operations Research, Management Science. --- Innovation/Technology Management. --- Administration --- Industrial relations --- Organization --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Math --- Science --- Applied mathematics. --- Engineering mathematics. --- Calculus of variations. --- Decision making. --- Management science. --- Industrial management. --- Business administration --- Business enterprises --- Business management --- Corporate management --- Corporations --- Industrial administration --- Management, Industrial --- Rationalization of industry --- Scientific management --- Management --- Business --- Industrial organization --- Quantitative business analysis --- Problem solving --- Statistical decision --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Isoperimetrical problems --- Variations, Calculus of --- Engineering --- Engineering analysis --- Decision making --- Mathematics

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The present book discusses the Kuhn-Tucker Optimality, Karush-Kuhn-Tucker Necessary and Sufficient Optimality Conditions in presence of various types of generalized convexity assumptions. Wolfe-type Duality, Mond-Weir type Duality, Mixed type Duality for Multiobjective optimization problems such as Nonlinear programming problems, Fractional programming problems, Nonsmooth programming problems, Nondifferentiable programming problems, Variational and Control problems under various types of generalized convexity assumptions.

Convex functions. --- Convexity spaces. --- Mathematical optimization. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Functions, Convex --- Mathematics. --- Operations research. --- Decision making. --- Potential theory (Mathematics). --- Mathematical models. --- Calculus of variations. --- Potential Theory. --- Mathematical Modeling and Industrial Mathematics. --- Calculus of Variations and Optimal Control; Optimization. --- Operation Research/Decision Theory. --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Models, Mathematical --- Simulation methods --- Green's operators --- Green's theorem --- Potential functions (Mathematics) --- Potential, Theory of --- Mathematical analysis --- Mechanics --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Math --- Science --- Decision making --- Operations research --- System analysis --- Functions of real variables --- Operations Research/Decision Theory.