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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, Mostafa Fahed, Dillon Tharam, Chang Elizabeth


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Автор: Mostafa Fahed, Dillon Tharam, Chang Elizabeth
Название:  Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
ISBN: 9783319847139
Издательство: Springer
Классификация:


ISBN-10: 3319847139
Обложка/Формат: Paperback
Страницы: 171
Вес: 0.27 кг.
Дата издания: 04.05.2018
Серия: Studies in computational intelligence
Язык: English
Издание: Softcover reprint of
Иллюстрации: 23 illustrations, black and white; x, 171 p. 23 illus.
Размер: 23.39 x 15.60 x 0.99 cm
Читательская аудитория: General (us: trade)
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling.


Computational Intelligence, Optimization and Inverse Problems with Applications in Engineering

Автор: Gustavo Mendes Platt; Xin-She Yang; Ant?nio Jos? S
Название: Computational Intelligence, Optimization and Inverse Problems with Applications in Engineering
ISBN: 3319964321 ISBN-13(EAN): 9783319964324
Издательство: Springer
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Цена: 13974.00 р.
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Описание:

This book focuses on metaheuristic methods and its applications to real-world problems in Engineering. The first part describes some key metaheuristic methods, such as Bat Algorithms, Particle Swarm Optimization, Differential Evolution, and Particle Collision Algorithms. Improved versions of these methods and strategies for parameter tuning are also presented, both of which are essential for the practical use of these important computational tools. The second part then applies metaheuristics to problems, mainly in Civil, Mechanical, Chemical, Electrical, and Nuclear Engineering. Other methods, such as the Flower Pollination Algorithm, Symbiotic Organisms Search, Cross-Entropy Algorithm, Artificial Bee Colonies, Population-Based Incremental Learning, Cuckoo Search, and Genetic Algorithms, are also presented. The book is rounded out by recently developed strategies, or hybrid improved versions of existing methods, such as the Lightning Optimization Algorithm, Differential Evolution with Particle Collisions, and Ant Colony Optimization with Dispersion – state-of-the-art approaches for the application of computational intelligence to engineering problems.
The wide variety of methods and applications, as well as the original results to problems of practical engineering interest, represent the primary differentiation and distinctive quality of this book. Furthermore, it gathers contributions by authors from four countries – some of which are the original proponents of the methods presented – and 18 research centers around the globe.
Computational Intelligence in Emerging Technologies for Engineering Applications

Автор: Llanes Santiago Orestes, Cruz Corona Carlos, Silva Neto Antфnio Josй
Название: Computational Intelligence in Emerging Technologies for Engineering Applications
ISBN: 3030344088 ISBN-13(EAN): 9783030344085
Издательство: Springer
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Цена: 18167.00 р.
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Описание: Uncertainty Analysis of a Near-field Acoustic Levitation System.- Uncertainty Quantification and Statistics of Curves and Surfaces.- Meta-heuristic approaches for automatic roof measurement in solar panels installations.- Solution of a Coupled Conduction-Radiation Inverse Heat Transfer Problem with the Topographical Global Optimization Method.- Towards Intelligent Optimization of Design Strategies of Cyber Physical Systems: Measuring Efficacy through Evolutionary Computations.- A Novel Approach for Leak Localization in Water Distribution Networks using Computational Intelligence.- Determination of Nano-Aerosol Size Distribution using Differential Evolution.- Estimation of Timewise Varying Boundary Heat Flux via Bayesian Filters and Markov Chain Monte Carlo Method.- Health monitoring of automotive batteries in fast-charging conditions through a fuzzy model of the incremental capacity.- Fault Detection and Isolation in Smart Grid Devices using Probabilistic Boolean Networks.- Evaluating Automated Machine Learning on supervised regression Traffic Forecasting Problems.- Multi-robot coalition formation and task allocation using immigrant based adaptive genetic algorithms.- Lidar and Non-Extensive Particle Filter for UAV Autonomous Navigation.- Quasi-optimization of the Time Dependent Travelling Salesman Problem by Intuitionistic Fuzzy Model and Memetic Algorithm.- Analyzing Information and Communications Technology national indices by using Fuzzy Datamining Techniques.

Recent Developments and the New Direction in Soft-Computing Foundations and Applications

Автор: Lotfi A. Zadeh; Ronald R. Yager; Shahnaz N. Shahba
Название: Recent Developments and the New Direction in Soft-Computing Foundations and Applications
ISBN: 3030092232 ISBN-13(EAN): 9783030092238
Издательство: Springer
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Цена: 20962.00 р.
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Описание: This book is an authoritative collection of contributions in the field of soft-computing. Based on selected works presented at the 6th World Conference on Soft Computing, held on May 22-25, 2016, in Berkeley, USA, it describes new theoretical advances, as well as cutting-edge methods and applications. Theories cover a wealth of topics, such as fuzzy logic, cognitive modeling, Bayesian and probabilistic methods, multi-criteria decision making, utility theory, approximate reasoning, human-centric computing and many others. Applications concerns a number of fields, such as internet and semantic web, social networks and trust, control and robotics, computer vision, medicine and bioinformatics, as well as finance, security and e-Commerce, among others. Dedicated to the 50th Anniversary of Fuzzy Logic and to the 95th Birthday Anniversary of Lotfi A. Zadeh, the book not only offers a timely view on the field, yet it also discusses thought-provoking developments and challenges, thus fostering new research directions in the diverse areas of soft computing.

Computational Intelligence: Advances and Applications

Автор: Cox Gabriele
Название: Computational Intelligence: Advances and Applications
ISBN: 168285616X ISBN-13(EAN): 9781682856161
Издательство: Неизвестно
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Цена: 24140.00 р.
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Computational Intelligence Systems and Applications

Автор: Marian B. Gorzalczany
Название: Computational Intelligence Systems and Applications
ISBN: 3662003341 ISBN-13(EAN): 9783662003343
Издательство: Springer
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Цена: 20962.00 р.
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Aspects of Computational Intelligence: Theory and Applications

Автор: Ladislav Madar?sz; Jozef ?iv??k
Название: Aspects of Computational Intelligence: Theory and Applications
ISBN: 3642431194 ISBN-13(EAN): 9783642431197
Издательство: Springer
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Цена: 20896.00 р.
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Описание: This book collects papers presented at the 15th IEEE International Conference on Intelligence Engineering Systems, covering research and development in computational intelligence and offering some perspective directions of development.

Applications of Computational Intelligence

Автор: Alvaro David Orjuela-Ca??n; Juan Carlos Figueroa-G
Название: Applications of Computational Intelligence
ISBN: 3030362108 ISBN-13(EAN): 9783030362102
Издательство: Springer
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Цена: 9502.00 р.
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Описание: This book constitutes the thoroughly refereed proceedings of the Second IEEE Colombian Conference, ColCACI 2019, held in Barranquilla, Colombia, in June 2019.

The 21 full papers presented were carefully reviewed and selected from 59 submissions. The papers cover such topics as video processing; biomedical systems; image processing, etc.
Computational Intelligence in Digital Forensics: Forensic Investigation and Applications

Автор: Azah Kamilah Muda; Yun-Huoy Choo; Ajith Abraham; S
Название: Computational Intelligence in Digital Forensics: Forensic Investigation and Applications
ISBN: 3319058843 ISBN-13(EAN): 9783319058849
Издательство: Springer
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Цена: 20962.00 р.
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Описание: Introduction.- Forensic Discovery and Investigation.- Intelligent Forensic Science Applications.

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk

Автор: Fahed Mostafa; Tharam Dillon; Elizabeth Chang
Название: Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
ISBN: 3319516663 ISBN-13(EAN): 9783319516660
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling.

Methodologies and Applications of Computational Statistics for Machine Intelligence

Автор: Samanta Debabrata, Rao Althar Raghavendra, Pramanik Sabyasachi
Название: Methodologies and Applications of Computational Statistics for Machine Intelligence
ISBN: 1799877027 ISBN-13(EAN): 9781799877028
Издательство: Mare Nostrum (Eurospan)
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Цена: 29522.00 р.
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Описание: With the field of computational statistics growing rapidly, there is a need for capturing the advances and assessing their impact. Advances in simulation and graphical analysis also add to the pace of the statistical analytics field. Computational statistics play a key role in financial applications, particularly risk management and derivative pricing, biological applications including bioinformatics and computational biology, and computer network security applications that touch the lives of people. With high impacting areas such as these, it becomes important to dig deeper into the subject and explore the key areas and their progress in the recent past.

Methodologies and Applications of Computational Statistics for Machine Intelligence serves as a guide to the applications of new advances in computational statistics. This text holds an accumulation of the thoughts of multiple experts together, keeping the focus on core computational statistics that apply to all domains. Covering topics including artificial intelligence, deep learning, and trend analysis, this book is an ideal resource for statisticians, computer scientists, mathematicians, lecturers, tutors, researchers, academic and corporate libraries, practitioners, professionals, students, and academicians.

Computational Intelligence: Theory and Applications

Автор: Bernd Reusch
Название: Computational Intelligence: Theory and Applications
ISBN: 354066050X ISBN-13(EAN): 9783540660507
Издательство: Springer
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Цена: 16769.00 р.
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Описание: These revised full papers are devoted to foundational and practical issues in fuzzy systems, neural networks and genetic algorithms.

Evolution in Computational Intelligence: Frontiers in Intelligent Computing: Theory and Applications (Ficta 2020), Volume 1

Автор: Bhateja Vikrant, Peng Sheng-Lung, Satapathy Suresh Chandra
Название: Evolution in Computational Intelligence: Frontiers in Intelligent Computing: Theory and Applications (Ficta 2020), Volume 1
ISBN: 981155787X ISBN-13(EAN): 9789811557873
Издательство: Springer
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Цена: 27950.00 р.
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Описание: Faster Result Retrieval from Health Care Product Sales Data Warehouse using Materialized Queries.- Feature Selection using Ant Colony Optimization and Weighted Visibility Graph.- From Generic to Custom: A Survey on Role of Machine Learning in Pharmacogenomics, Its Applications and Challenges.- Personalized Structure Balance Theory Based Movie Recommendation System.- Machine Learning Techniques for the Investigation of Phishing Websites


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