Computational Intelligence Techniques For Trading And Investment by Christian DunisComputational Intelligence Techniques For Trading And Investment by Christian Dunis

Computational Intelligence Techniques For Trading And Investment

EditorChristian Dunis, Spiros Likothanassis, Andreas Karathanasopoulos

Hardcover | April 3, 2014

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Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment.

The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading.

This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.

Christian Dunisis Emeritus Professor of Banking and Finance at Liverpool John Moores University, UK and Joint General Manager of global risk and new products at Horus Partners Wealth Management Group SA, Switzerland.Spiros Likothanassisis Professor and Director at the Pattern Recognition Laboratory in the Department of Computer Enginee...
Title:Computational Intelligence Techniques For Trading And InvestmentFormat:HardcoverDimensions:238 pages, 9.21 × 6.14 × 0.98 inPublished:April 3, 2014Publisher:Taylor and FrancisLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0415636809

ISBN - 13:9780415636803


Table of Contents

Part I: Introduction  1. Computational Intelligence: Recent advances, perspectives and open problemsK. Theofilatos, E. Georgopoulos, S. Likothanassis and S. Mavroudi 2. Forecasting and trading strategies: A surveyC. Stasinakis and G. Sermpinis  Part II: Trading and Investments with Traditional Computational Intelligence Techniques 3. Hidden Markov Models: Financial modelling and applicationsS. Mitra 4. Modelling and Trading Financial Time-Series Using Kalman Filters and ARMA ModellingC. Dimitrakopoulos, A. Karathanasopoulos, G. Sermpinis and S. Likothanassis Part III: Trading and Investments with Artificial Neural Networks  5. Modelling and Trading the Corn/Ethanol Crush Spread with Neural NetworksC. Dunis, J. Laws, P. Middleton and A. Karathanasopoulos 6. Trading Decision Support with Historically Consistent Neural NetworksJ. Von Mettenheim Part IV: Trading and Investments with Hybrid Evolutionary Methodologies  7. Modelling and Trading Financial Time-Series Using Adaptive Evolutionary Neural NetworksK. Theofilatos, T. Amorgianiotis, A. Karathanasopoulos, G. Sermpinis and S. Likothanassis 8. Portfolio Construction Using Argumentation and Hybrid Evolutionary Forecasting AlgorithmsN. Spanoudakis, K. Pendaraki and G. Beligiannis Part V: Trading and Investments with Advanced Computational Intelligence Modelling Techniques 9. Forecasting DAX30 Using Support Vector Machine and VDAXR. Rosillo, J. Giner and D. de la Fuente 10. Ensemble Learning of High-Dimensional Stock Market DataM. Maragoudakis and D. Serpanos