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Author: Ke Chen Publisher: Springer Science & Business Media ISBN: 3540283250 Category : Computers Languages : en Pages : 1350
Book Description
Annotation The three volume set LNCS 3610, LNCS 3611, and LNCS 3612 constitutes the refereed proceedings of the First International Conference on Natural Computation, ICNC 2005, held in Changsha, China, in August 2005 jointly with the Second International Conference on Fuzzy Systems and Knowledge Discovery FSKD 2005 (LNAI volumes 3613 and 3614). The program committee selected 313 carefully revised full papers and 189 short papers for presentation in three volumes from 1887 submissions. The first volume includes all the contributions related to learning algorithms and architectures in neural networks, neurodynamics, statistical neural network models and support vector machines, and other topics in neural network models; cognitive science, neuroscience informatics, bioinformatics, and bio-medical engineering, and neural network applications as communications and computer networks, expert system and informatics, and financial engineering. The second volume concentrates on neural network applications such as pattern recognition and diagnostics, robotics and intelligent control, signal processing and multi-media, and other neural network applications; evolutionary learning, artificial immune systems, evolutionary theory, membrane, molecular, DNA computing, and ant colony systems. The third volume deals with evolutionary methodology, quantum computing, swarm intelligence and intelligent agents; natural computation applications as bioinformatics and bio-medical engineering, robotics and intelligent control, and other applications of natural computation; hardware implementations of natural computation, and fuzzy neural systems as well as soft computing.
Author: Ke Chen Publisher: Springer Science & Business Media ISBN: 3540283250 Category : Computers Languages : en Pages : 1350
Book Description
Annotation The three volume set LNCS 3610, LNCS 3611, and LNCS 3612 constitutes the refereed proceedings of the First International Conference on Natural Computation, ICNC 2005, held in Changsha, China, in August 2005 jointly with the Second International Conference on Fuzzy Systems and Knowledge Discovery FSKD 2005 (LNAI volumes 3613 and 3614). The program committee selected 313 carefully revised full papers and 189 short papers for presentation in three volumes from 1887 submissions. The first volume includes all the contributions related to learning algorithms and architectures in neural networks, neurodynamics, statistical neural network models and support vector machines, and other topics in neural network models; cognitive science, neuroscience informatics, bioinformatics, and bio-medical engineering, and neural network applications as communications and computer networks, expert system and informatics, and financial engineering. The second volume concentrates on neural network applications such as pattern recognition and diagnostics, robotics and intelligent control, signal processing and multi-media, and other neural network applications; evolutionary learning, artificial immune systems, evolutionary theory, membrane, molecular, DNA computing, and ant colony systems. The third volume deals with evolutionary methodology, quantum computing, swarm intelligence and intelligent agents; natural computation applications as bioinformatics and bio-medical engineering, robotics and intelligent control, and other applications of natural computation; hardware implementations of natural computation, and fuzzy neural systems as well as soft computing.
Author: Lipo Wang Publisher: Springer ISBN: 3540318631 Category : Computers Languages : en Pages : 1383
Book Description
This book and its sister volumes, i.e., LNCS vols. 3610, 3611, and 3612, are the proceedings of the 1st International Conference on Natural Computation (ICNC 2005), jointly held with the 2nd International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2005, LNAI vols. 3613 and 3614) from 27 to 29 August 2005 in Changsha, Hunan, China.
Author: Bernhard Pfaff Publisher: John Wiley & Sons ISBN: 111847712X Category : Mathematics Languages : en Pages : 309
Book Description
Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimization with R: Demonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as recent advances in the field. Introduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints. Enables the reader to replicate the results in the book using R code. Is accompanied by a supporting website featuring examples and case studies in R. Graduate and postgraduate students in finance, economics, risk management as well as practitioners in finance and portfolio optimization will find this book beneficial. It also serves well as an accompanying text in computer-lab classes and is therefore suitable for self-study.
Author: Rudiger Kiesel Publisher: World Scientific ISBN: 9814467332 Category : Business & Economics Languages : en Pages : 414
Book Description
This book combines academic research and practical expertise on alternative assets and trading strategies in a unique way. The asset classes that are discussed include: credit risk, cross-asset derivatives, energy, private equity, freight agreements, alternative real assets (ARA), and socially responsible investments (SRI). The coverage on trading and investment strategies are directed at portfolio insurance, especially constant proportion portfolio insurance (CPPI) and constant proportion debt obligation (CPDO) strategies, robust portfolio optimization, and hedging strategies for exotic options.
Author: Claude Diderich Publisher: John Wiley & Sons ISBN: 0470742879 Category : Business & Economics Languages : en Pages : 364
Book Description
Diderich describes tools and techniques, which can be used to develop quantitative models for actively managing investment products, and focuses on how theoretical models can and should be used in practice. He describes the interaction between different elements of an investment process's value chain in a single and consistent framework. A key focus is placed on illustrating the theory with real world examples. At the end of the book the reader will be capable of designing or enhancing an investment process for an investment or portfolio managers products from start to finish. * Increased pressure to add value through investments makes this a hot topic in the investment world * Combined theoretical and practical approach makes this book appealing to a wide audience of quants and investors * The only book to show how to design and implement quantitative models for gaining positive alpha
Author: Cheng Few Lee Publisher: World Scientific Publishing Company ISBN: 9814458902 Category : Business & Economics Languages : en Pages : 1190
Book Description
Security Analysis, Portfolio Management, and Financial Derivatives integrates the many topics of modern investment analysis. It provides a balanced presentation of theories, institutions, markets, academic research, and practical applications, and presents both basic concepts and advanced principles. Topic coverage is especially broad: in analyzing securities, the authors look at stocks and bonds, options, futures, foreign exchange, and international securities. The discussion of financial derivatives includes detailed analyses of options, futures, option pricing models, and hedging strategies. A unique chapter on market indices teaches students the basics of index information, calculation, and usage and illustrates the important roles that these indices play in model formation, performance evaluation, investment strategy, and hedging techniques. Complete sections on program trading, portfolio insurance, duration and bond immunization, performance measurements, and the timing of stock selection provide real-world applications of investment theory. In addition, special topics, including equity risk premia, simultaneous-equation approach for security valuation, and Itô's calculus, are also included for advanced students and researchers.
Author: Wayne Ferson Publisher: MIT Press ISBN: 0262039370 Category : Business & Economics Languages : en Pages : 497
Book Description
An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author: Wai Lee Publisher: John Wiley & Sons ISBN: 9781883249724 Category : Business & Economics Languages : en Pages : 168
Book Description
Asset allocation has long been viewed as a safe bet for reducing risk in a portfolio. Asset allocators strive to buy when prices are low and sell when prices rise. Tactical asset allocation (TAA) practitioners tend to emphasize shorter-term adjustments, reducing exposure when recent market performance has been good, and increasing exposure in a slipping market (in contrast to dynamic asset allocation, or portfolio insurance). As interest in this technique continues to grow, J.P. Morgan's Wai Lee provides comprehensive coverage of the analytical tools needed to successfully implement and monitor tactical asset allocation.
Author: Ke Chen
Author: Ke Chen
Author: Lipo Wang
Author: Bernhard Pfaff
Author: Rudiger Kiesel
Author: Claude Diderich
Author: 
Author: 
Author: Cheng Few Lee
Author: Wayne Ferson
Author: Wai Lee