LEADER 04576nam 2200505Ia 450 001 9910741172203321 005 20200520144314.0 010 $a1-4471-5010-4 024 7 $a10.1007/978-1-4471-5010-7 035 $a(OCoLC)839430769 035 $a(MiFhGG)GVRL6XQL 035 $a(CKB)2550000001043792 035 $a(MiAaPQ)EBC1205270 035 $a(EXLCZ)992550000001043792 100 $a20111102d2013 uy 0 101 0 $aeng 135 $aurun|---uuuua 181 $ctxt 182 $cc 183 $acr 200 10$aEconomic modeling using artificial intelligence methods /$fTshilidzi Marwala 205 $a1st ed. 2013. 210 $aLondon $cSpringer$d2013 215 $a1 online resource (xvi, 261 pages) $cillustrations (some color) 225 1 $aAdvanced Information and Knowledge Processing,$x1610-3947 300 $a"ISSN: 1610-3947." 311 $a1-4471-5919-5 311 $a1-4471-5009-0 320 $aIncludes bibliographical references and index. 327 $aForeword -- Preface -- Acknowledgements -- Introduction to Economic Modeling -- Techniques for Economic Modeling: Unlocking the Character of Data -- Automatic Relevance Determination in Economic Modeling -- Neural Approaches to Economic Modeling -- Bayesian Support Vector Machines for Economic Modeling: Application to Option Pricing -- Rough Sets Approach to Economic Modeling: Unlocking Knowledge in Financial Data -- Missing Data Approaches to Economic Modeling: Optimization Approach -- Correlations versus Causality Approaches to Economic Modeling -- Evolutionary Approaches to Computational Economics: Application to Portfolio Optimization -- Real-time Approaches to Computational Economics: Self Adaptive Economic Systems -- Multi-Agent Approaches to Economic Modeling: Game Theory, Ensembles, Evolution and the Stock Market -- Control Approaches to Economic Modeling: Application to Inflation Targeting -- Modeling Interstate Conflict: The Role of Economic Interdependency for Maintaining Peace -- Conclusions and Further Work -- Index. 330 $aEconomic Modeling Using Artificial Intelligence Methods examines the application of artificial intelligence methods to model economic data. Traditionally, economic modeling has been modeled in the linear domain where the principles of superposition are valid. The application of artificial intelligence for economic modeling allows for a flexible multi-order non-linear modeling. In addition, game theory has largely been applied in economic modeling. However, the inherent limitation of game theory when dealing with many player games encourages the use of multi-agent systems for modeling economic phenomena. The artificial intelligence techniques used to model economic data include: multi-layer perceptron neural networks radial basis functions support vector machines rough sets genetic algorithm particle swarm optimization simulated annealing multi-agent system incremental learning fuzzy networks Signal processing techniques are explored to analyze economic data, and these techniques are the time domain methods, time-frequency domain methods and fractals dimension approaches. Interesting economic problems such as causality versus correlation, simulating the stock market, modeling and controling inflation, option pricing, modeling economic growth as well as portfolio optimization are examined. The relationship between economic dependency and interstate conflict is explored, and knowledge on how economics is useful to foster peace ? and vice versa ? is investigated. Economic Modeling Using Artificial Intelligence Methods deals with the issue of causality in the non-linear domain and applies the automatic relevance determination, the evidence framework, Bayesian approach and Granger causality to understand causality and correlation. Economic Modeling Using Artificial Intelligence Methods makes an important contribution to the area of econometrics, and is a valuable source of reference for graduate students, researchers and financial practitioners. 410 0$aAdvanced information and knowledge processing. 606 $aEconometric models 606 $aArtificial intelligence$xData processing 615 0$aEconometric models. 615 0$aArtificial intelligence$xData processing. 676 $a330.0113 700 $aMarwala$b Tshilidzi$f1971-$0793542 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910741172203321 996 $aEconomic modeling using artificial intelligence methods$94184755 997 $aUNINA