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This book is the Proceedings of the International Workshop on Finance 2011, held in Kyoto in the summer of 2011 with the aim of exchanging new ideas in financial engineering among researchers from various countries from both academia and industry. The workshop was held as a successor to the Daiwa International Workshop (2004-2008), and the KIER-TMU International Workshop (2009-2010). This workshop was organized by the Center for Advanced Research in Finance (CARF), Graduate School of Economics, the University of Tokyo, and Graduate School of Social Sciences, Tokyo Metropolitan University - and
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Derivative securities --- Financial engineering --- Risk management
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This volume investigates algorithmic methods based on machine learning in order to design sequential investment strategies for financial markets. Such sequential investment strategies use information collected from the market's past and determine, at the beginning of a trading period, a portfolio; that is, a way to invest the currently available capital among the assets that are available for purchase or investment. The aim is to produce a self-contained text intended for a wide audience, including researchers and graduate students in computer science, finance, statistics, mathematics,
Machine learning. --- Financial engineering. --- Computational finance --- Engineering, Financial --- Finance --- Learning, Machine --- Artificial intelligence --- Machine theory --- Financial engineering --- Machine learning --- Investments --- Data processing --- E-books
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An edited compilation of articles that focus on using financial engineering - a multidisciplinary field that uses technical methods from the fields of finance, mathematics and economics - to design financial services for low-income households. The book aims to provide an understanding of the various risk-reward trade-offs facing low-income households and how principles of financial engineering can be best applied to understand and manage the complete suite of financial and non-financial assets, including human capital, insurance, annuities and loans.
Financial services industry --- Poor --- Financial engineering --- Finance --- Business & Economics --- Finance - General --- Social aspects --- Finance, Personal --- Financial engineering. --- Social aspects. --- Finance, Personal. --- Computational finance --- Engineering, Financial --- Disadvantaged, Economically --- Economically disadvantaged --- Impoverished people --- Low-income people --- Pauperism --- Poor, The --- Poor people --- Services, Financial --- Economic conditions --- Persons --- Social classes --- Poverty --- Service industries --- E-books
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Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.
Financial engineering. --- Finance --- Business mathematics --- Mathematics --- Physical Sciences & Mathematics --- Business & Economics --- Finance - General --- Mathematical Statistics --- Mathematical models --- Computational finance --- Engineering, Financial --- Statistics. --- Finance. --- Computer mathematics. --- Statistics for Business/Economics/Mathematical Finance/Insurance. --- Computational Mathematics and Numerical Analysis. --- Finance, general. --- Computer science --- Statistics for Business, Management, Economics, Finance, Insurance. --- Mathematics. --- Funding --- Funds --- Economics --- Currency question --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Econometrics --- Statistics .
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“Practical Applications of Evolutionary Computation to Financial Engineering” presents the state of the art techniques in Financial Engineering using recent results in Machine Learning and Evolutionary Computation. This book bridges the gap between academics in computer science and traders and explains the basic ideas of the proposed systems and the financial problems in ways that can be understood by readers without previous knowledge on either of the fields. To cement the ideas discussed in the book, software packages are offered that implement the systems described within. The book is structured so that each chapter can be read independently from the others. Chapters 1 and 2 describe evolutionary computation. The third chapter is an introduction to financial engineering problems for readers who are unfamiliar with this area. The following chapters each deal, in turn, with a different problem in the financial engineering field describing each problem in detail and focusing on solutions based on evolutionary computation. Finally, the two appendixes describe software packages that implement the solutions discussed in this book, including installation manuals and parameter explanations.
Artificial intelligence. --- Evolutionary computation. --- Financial engineering. --- Engineering & Applied Sciences --- Computer Science --- Computational finance --- Engineering, Financial --- Computation, Evolutionary --- Engineering. --- Finance. --- Computational intelligence. --- Computational Intelligence. --- Artificial Intelligence (incl. Robotics). --- Finance, general. --- AI (Artificial intelligence) --- Artificial thinking --- Electronic brains --- Intellectronics --- Intelligence, Artificial --- Intelligent machines --- Machine intelligence --- Thinking, Artificial --- Bionics --- Cognitive science --- Digital computer simulation --- Electronic data processing --- Logic machines --- Machine theory --- Self-organizing systems --- Simulation methods --- Fifth generation computers --- Neural computers --- Intelligence, Computational --- Artificial intelligence --- Soft computing --- Funding --- Funds --- Economics --- Currency question --- Construction --- Industrial arts --- Technology --- Finance --- Neural networks (Computer science) --- Artificial Intelligence. --- Financial applications. --- Data processing
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