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Author: Arturo Rodriguez Publisher: ISBN: Category : Languages : en Pages : 21
Book Description
In this study we examine different methodologies to estimate earnings. More specifically, we evaluate the viability of Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the performance of traditional mechanical forecasting (ARIMA) models and models developed using Genetic Programming we observe that Genetic Programming can be used to create time-series models for quarterly earnings as accurate as the traditional linear models. Genetic Programming can also effectively combine forecasts. However, Genetic Programming's forecast combinations are sometimes unable to improve on Value Line. Moreover, simple averaging of forecasts results in better predictive accuracy than Genetic Programming-combining of forecasts. Hence, as implemented in this study, Genetic Programming is not superior to traditional methodologies in either forecasting or forecast combining of quarterly earnings.
Author: Arturo Rodriguez Publisher: ISBN: Category : Languages : en Pages : 21
Book Description
In this study we examine different methodologies to estimate earnings. More specifically, we evaluate the viability of Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the performance of traditional mechanical forecasting (ARIMA) models and models developed using Genetic Programming we observe that Genetic Programming can be used to create time-series models for quarterly earnings as accurate as the traditional linear models. Genetic Programming can also effectively combine forecasts. However, Genetic Programming's forecast combinations are sometimes unable to improve on Value Line. Moreover, simple averaging of forecasts results in better predictive accuracy than Genetic Programming-combining of forecasts. Hence, as implemented in this study, Genetic Programming is not superior to traditional methodologies in either forecasting or forecast combining of quarterly earnings.
Author: Škrinjari?, Tihana Publisher: IGI Global ISBN: 1799850846 Category : Business & Economics Languages : en Pages : 432
Book Description
In today’s financial market, portfolio and risk management are facing an array of challenges. This is due to increasing levels of knowledge and data that are being made available that have caused a multitude of different investment models to be explored and implemented. Professionals and researchers in this field are in need of up-to-date research that analyzes these contemporary models of practice and keeps pace with the advancements being made within financial risk modelling and portfolio control. Recent Applications of Financial Risk Modelling and Portfolio Management is a pivotal reference source that provides vital research on the use of modern data analysis as well as quantitative methods for developing successful portfolio and risk management techniques. While highlighting topics such as credit scoring, investment strategies, and budgeting, this publication explores diverse models for achieving investment goals as well as improving upon traditional financial modelling methods. This book is ideally designed for researchers, financial analysts, executives, practitioners, policymakers, academicians, and students seeking current research on contemporary risk management strategies in the financial sector.
Author: Rajkumar Roy Publisher: Springer Science & Business Media ISBN: 9781852335397 Category : Computers Languages : en Pages : 894
Book Description
Soft computing embraces various methodologies for the development of intelligent systems that have been successfully applied to a large number of real-world problems. This text contains a collection of papers that were presented at the 6th On-line World Conference on Soft Computing in Industrial Applications that was held in September 2001. It provides a comprehensive overview of recent theoretical developments in soft computing as well as of successful industrial applications. It is divided into seven parts covering material on: keynote papers on various subjects ranging from computing with autopoietic systems to the effects of the Internet on education intelligent control classification, clustering and optimization image and signal processing agents, multimedia and Internet theoretical advances prediction, design and diagnosis. The book is aimed at researchers and professional engineers who develop and apply intelligent systems in computer engineering.
Author: Shu-Heng Chen Publisher: Oxford University Press ISBN: 0199844372 Category : Business & Economics Languages : en Pages : 785
Book Description
The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.
Author: Management Association, Information Resources Publisher: IGI Global ISBN: 1799804151 Category : Computers Languages : en Pages : 1671
Book Description
Due to the growing use of web applications and communication devices, the use of data has increased throughout various industries. It is necessary to develop new techniques for managing data in order to ensure adequate usage. Deep learning, a subset of artificial intelligence and machine learning, has been recognized in various real-world applications such as computer vision, image processing, and pattern recognition. The deep learning approach has opened new opportunities that can make such real-life applications and tasks easier and more efficient. Deep Learning and Neural Networks: Concepts, Methodologies, Tools, and Applications is a vital reference source that trends in data analytics and potential technologies that will facilitate insight in various domains of science, industry, business, and consumer applications. It also explores the latest concepts, algorithms, and techniques of deep learning and data mining and analysis. Highlighting a range of topics such as natural language processing, predictive analytics, and deep neural networks, this multi-volume book is ideally designed for computer engineers, software developers, IT professionals, academicians, researchers, and upper-level students seeking current research on the latest trends in the field of deep learning.
Author: A.J. Tallón-Ballesteros Publisher: IOS Press ISBN: 1643680196 Category : Computers Languages : en Pages : 1186
Book Description
The Fuzzy Systems and Data Mining (FSDM) conference is an annual event encompassing four main themes: fuzzy theory, algorithms and systems, which includes topics like stability, foundations and control; fuzzy application, which covers different kinds of processing as well as hardware and architectures for big data and time series and has wide applicability; the interdisciplinary field of fuzzy logic and data mining, encompassing applications in electrical, industrial, chemical and engineering fields as well as management and environmental issues; and data mining, outlining new approaches to big data, massive data, scalable, parallel and distributed algorithms. The annual conference provides a platform for knowledge exchange between international experts, researchers, academics and delegates from industry. This book includes the papers accepted and presented at the 5th International Conference on Fuzzy Systems and Data Mining (FSDM 2019), held in Kitakyushu, Japan on 18-21 October 2019. This year, FSDM received 442 submissions. All papers were carefully reviewed by program committee members, taking account of the quality, novelty, soundness, breadth and depth of the research topics falling within the scope of FSDM. The committee finally decided to accept 137 papers, which represents an acceptance rate of about 30%. The papers presented here are arranged in two sections: Fuzzy Sets and Data Mining, and Communications and Networks. Providing an overview of the most recent scientific and technological advances in the fields of fuzzy systems and data mining, the book will be of interest to all those working in these fields.
Author: Arturo Rodriguez
Author: Arturo Rodriguez
Author: John Edward Schlater
Author: William S. Hopwood
Author: JOHN E. SCHLATER
Author: Škrinjari?, Tihana
Author: Rajkumar Roy
Author: Shu-Heng Chen
Author: Management Association, Information Resources
Author: A.J. Tallón-Ballesteros
Author: 日本オペレーションズ・リサーチ学会