Computational Intelligence in Economics and Finance

Volume II

  • Shu-Heng Chen
  • Paul P. Wang
  • Tzu-Wen Kuo

Table of contents

  1. Front Matter
    Pages I-XIII
  2. Arnold F. Shapiro
    Pages 25-61
  3. Li Weigang, Aiporê Rodrigues de Moraes, Shi Lihua, Raul Yukihiro Matsushita
    Pages 75-92
  4. Hongxing He, Jie Chen, Huidong Jin, Shu-Heng Chen
    Pages 123-134
  5. Yukiko Orito, Manabu Takeda, Kiyoaki Iimura, Genji Yamazaki
    Pages 157-168
  6. Jiah-Shing Chen, Benjamin Penyang Liao
    Pages 183-208
  7. Ana Marostica, Cesar A. Briano, Ernesto Chinkes
    Pages 209-223
  8. Back Matter
    Pages 225-227

About this book

Introduction

Computational intelligence (CI), as an alternative to statistical and econometric approaches, has been applied to a wide range of economics and finance problems in recent years, for example to price forecasting and market efficiency.

This book contains research ranging from applications in financial markets and business administration to various economics problems. Not only are empirical studies utilizing various CI algorithms presented, but so also are theoretical models based on computational methods. In addition to direct applications of computational intelligence, readers can also observe how these methods are combined with conventional analytical methods such as statistical and econometric models to yield preferred results.

Chen, Wang, and Kuo have grouped the 12 contributions following their introductory chapter into applications of fuzzy logic, neural networks (including self-organizing maps and support vector machines), and evolutionary computation. All chapters were selected either by invitation or based on a careful selection and extension of best papers from the International Workshop on Computational Intelligence in Economics and Finance in 2005. Overall, the book offers researchers an excellent overview of current advances and applications of computational intelligence techniques to economics and finance problems.

Keywords

Administration Computational Intelligence Forecasting Fuzzy Fuzzy Logic Genetic Programming Neural Networks Self-Organizing Maps Support Vector Machines intelligence learning machine learning modeling organization programming

Editors and affiliations

  • Shu-Heng Chen
    • 1
  • Paul P. Wang
    • 2
  • Tzu-Wen Kuo
    • 3
  1. 1.AI-ECON Research Center Department of EconomicsNational Chengchi UniversityTaipeiTaiwan R.O.C.
  2. 2.Electrical & Computer EngineeringDurhamUSA
  3. 3.Department of Finance and BankingAletheia UniversityTamsui, TaipeiTaiwan R.O.C.

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-540-72821-4
  • Copyright Information Springer-Verlag Berlin Heidelberg 2007
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Computer Science
  • Print ISBN 978-3-540-72820-7
  • Online ISBN 978-3-540-72821-4
  • About this book