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"This book investigages granular computing (GrC), which emerged as one of the fastest growing information processing paradigms in computational intelligence and human-centric systems"--Provided by publisher.
This book constitutes the refereed proceedings of the First International Workshop on Internet and Network Economics, WINE 2005, held in Hong Kong, China in December 2005. The 108 revised full papers presented together with 2 invited talks were carefully reviewed and selected from 372 submissions. There are 31 papers in the main program and 77 papers presented in 16 special tracks covering the areas of internet and algorithmic economics, e-commerce protocols, security, collaboration, reputation and social networks, algorithmic mechanism, financial computing, auction algorithms, online algorithms, collective rationality, pricing policies, web mining strategies, network economics, coalition strategies, internet protocols, price sequence, and equilibrium.
Artificial intelligence (AI) has grown in presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. In particular, AI techniques help construct portfolios based on more accurate risk and return forecasts and more complex constraints. Trading algorithms use AI to devise novel trading signals and execute trades with lower transaction costs. AI also improves risk modeling and forecasting by generating insights from new data sources. Finally, robo-advisors owe a large part of their success to AI techniques. Yet the use of AI can also create new risks and challenges, such as those resulting from model opacity, complexity, and reliance on data integrity.
Mathematical finance plays a vital role in many fields within finance and provides the theories and tools that have been widely used in all areas of finance. Knowledge of mathematics, probability, and statistics is essential to develop finance theories and test their validity through the analysis of empirical, real-world data. For example, mathematics, probability, and statistics could help to develop pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
This book constitutes the refereed proceedings of the 13th International Conference on Rough Sets, Fuzzy Sets, Data Mining, and Granular Computing, RSFDGrC 2011, held in Moscow, Russia in June 2011. The 49 revised full papers presented together with 5 invited and 2 tutorial papers were carefully reviewed and selected from a total of 83 submissions. The papers are organized in topical sections on rough sets and approximations, coverings and granules, fuzzy set models, fuzzy set applications, compound values, feature selection and reduction, clusters and concepts, rules and trees, image processing, and interactions and visualization.
This book constitutes the refereed conference proceedings of the 8th International Conference on Multi-disciplinary Trends in Artificial Intelligence, MIWAI 2014, held in Bangalore, India, in December 2014. The 22 revised full papers were carefully reviewed and selected from 44 submissions. The papers feature a wide range of topics covering both theory, methods and tools as well as their diverse applications in numerous domains.
This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships. Traditional option pricing models require that the researcher or practitioner specify the distribution of the underlying asset. In addition, the methodology is able to easily accommodate additional inputs(something that cannot be preformed with existing models. Since 1973, options on stock have been ...
This three volume set (CCIS 1237-1239) constitutes the proceedings of the 18th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2020, in June 2020. The conference was scheduled to take place in Lisbon, Portugal, at University of Lisbon, but due to COVID-19 pandemic it was held virtually. The 173 papers were carefully reviewed and selected from 213 submissions. The papers are organized in topical sections: homage to Enrique Ruspini; invited talks; foundations and mathematics; decision making, preferences and votes; optimization and uncertainty; games; real world applications; knowledge processing and creation; machine learning I...
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This book constitutes the refereed proceedings of the 9th International Conference on Rough Sets and Current Trends in Computing, RSCTC 2014, held in Granada and Madrid, Spain, in July 2014. RSCTC 2014 together with the Conference on Rough Sets and Emerging Intelligent Systems Paradigms (RSEISP 2014) was held as a major part of the 2014 Joint Rough Set Symposium (JRS 2014) The 23 regular and 17 short papers presented were carefully reviewed and selected from 120 submissions. They are organized in topical sections such as fuzzy logic and rough set: tools for imperfect information; fuzzy-rough hybridization; three way decisions and probabilistic rough sets; new trends in formal concept analysis and related methods; fuzzy decision making and consensus; soft computing for learning from data; web information systems and decision making; image processing and intelligent systems.