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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk / / by Fahed Mostafa, Tharam Dillon, Elizabeth Chang
| Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk / / by Fahed Mostafa, Tharam Dillon, Elizabeth Chang |
| Autore | Mostafa Fahed |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 |
| Descrizione fisica | 1 online resource (X, 171 p. 23 illus.) |
| Disciplina | 006.3 |
| Collana | Studies in Computational Intelligence |
| Soggetto topico |
Computational intelligence
Artificial intelligence Macroeconomics Operations research Decision making Computational Intelligence Artificial Intelligence Macroeconomics/Monetary Economics//Financial Economics Operations Research/Decision Theory |
| ISBN | 3-319-51668-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion. |
| Record Nr. | UNINA-9910254335503321 |
Mostafa Fahed
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Intelligent Information Processing X [[electronic resource] ] : 11th IFIP TC 12 International Conference, IIP 2020, Hangzhou, China, July 3–6, 2020, Proceedings / / edited by Zhongzhi Shi, Sunil Vadera, Elizabeth Chang
| Intelligent Information Processing X [[electronic resource] ] : 11th IFIP TC 12 International Conference, IIP 2020, Hangzhou, China, July 3–6, 2020, Proceedings / / edited by Zhongzhi Shi, Sunil Vadera, Elizabeth Chang |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (326 pages) : illustrations |
| Disciplina | 004 |
| Collana | IFIP Advances in Information and Communication Technology |
| Soggetto topico |
Artificial intelligence
Computers Optical data processing Computer communication systems Computer security Artificial Intelligence Information Systems and Communication Service Image Processing and Computer Vision Computer Communication Networks Systems and Data Security |
| ISBN | 3-030-46931-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine Learning -- A Salient Object Detection Algorithm Based on Region Merging and Clustering -- Link-based Cluster Ensemble Method for Improved Meta-Clustering Algorithm -- Large-scale Spectral Clustering with Stochastic Nyström Approximation -- Feature selection algorithm based on Multi Strategy grey wolf optimizer -- A Novel Fuzzy C-means Clustering Algorithm Based on Local Density -- A novel method to solve the separation problem of LDA -- Multi-label Classification of Short Text based on Similarity Graph and Restart Random Walk Model -- Environmental Parameters Analysis and Power Prediction for Photovoltaic Power Generation Based on Ensembles of Decision Trees -- The Qualitative Grid Computer Based on Conjugate Entangled Manifold for Law of Unity of Contradiction -- Similarity Evaluation with Wikipedia Features -- Multi-agent System -- Adaptive Game AI-Based Dynamic Difficulty Scaling via the Symbiotic Game Agent -- Recommendation System -- Scientific Paper Recommendation Using Author's Dual Role Citation Relationship -- A Genetic Algorithm for Travel Itinerary Recommendation with Mandatory Points-of-Interest -- Social Computing -- Stochastic Blockmodels Meets Overlapping Community Detection -- Overlapping Community Detection Combining Topological Potential and Trust Value of Nodes -- Brain Computer Integration -- Coarse-to-Fine Classification with Phase Synchronization and Common Spatial Pattern for Motor Imagery-based BCI -- Ballistocardiogram artifact removal for concurrent EEG-fMRI recordings using blind source separation based on dictionary learning -- Comparison of Machine Learning and Deep Learning Approaches for Decoding Brain Computer Interface: an fNIRS Study -- Pattern Recognition -- Phase Plane Analysis of Traffic Flow Evolution Based on a macroscopic traffic flow model -- Phase Plane Analysis of Traffic Phenomena with Different Input and Output Conditions -- Bird Detection on Transmission Lines Based on DCYOLO Model -- Research on Customer Credit Scoring Model Based on Bank Credit Card -- Analysis of the stability and solitary waves for the carfollowing model on two lanes -- Queue Length Estimation based Defence Against Data Poisoning Attack for Tra c Signal Control -- A Method of Style Transfer for Chinese Painting -- Speech Triggered Mobility Support And Privacy -- Computer Vision and Image Understanding -- Explaining Color Evolution, Color Blindness, and Color Recognition by the Decoding Model of Color Vision -- A Content-based Deep Hybrid Approach with Segmented Max-pooling -- Image caption combined with GAN training method. |
| Record Nr. | UNISA-996465471403316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Intelligent Information Processing X : 11th IFIP TC 12 International Conference, IIP 2020, Hangzhou, China, July 3–6, 2020, Proceedings / / edited by Zhongzhi Shi, Sunil Vadera, Elizabeth Chang
| Intelligent Information Processing X : 11th IFIP TC 12 International Conference, IIP 2020, Hangzhou, China, July 3–6, 2020, Proceedings / / edited by Zhongzhi Shi, Sunil Vadera, Elizabeth Chang |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (326 pages) : illustrations |
| Disciplina | 004 |
| Collana | IFIP Advances in Information and Communication Technology |
| Soggetto topico |
Artificial intelligence
Computers Optical data processing Computer communication systems Computer security Artificial Intelligence Information Systems and Communication Service Image Processing and Computer Vision Computer Communication Networks Systems and Data Security |
| ISBN | 3-030-46931-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine Learning -- A Salient Object Detection Algorithm Based on Region Merging and Clustering -- Link-based Cluster Ensemble Method for Improved Meta-Clustering Algorithm -- Large-scale Spectral Clustering with Stochastic Nyström Approximation -- Feature selection algorithm based on Multi Strategy grey wolf optimizer -- A Novel Fuzzy C-means Clustering Algorithm Based on Local Density -- A novel method to solve the separation problem of LDA -- Multi-label Classification of Short Text based on Similarity Graph and Restart Random Walk Model -- Environmental Parameters Analysis and Power Prediction for Photovoltaic Power Generation Based on Ensembles of Decision Trees -- The Qualitative Grid Computer Based on Conjugate Entangled Manifold for Law of Unity of Contradiction -- Similarity Evaluation with Wikipedia Features -- Multi-agent System -- Adaptive Game AI-Based Dynamic Difficulty Scaling via the Symbiotic Game Agent -- Recommendation System -- Scientific Paper Recommendation Using Author's Dual Role Citation Relationship -- A Genetic Algorithm for Travel Itinerary Recommendation with Mandatory Points-of-Interest -- Social Computing -- Stochastic Blockmodels Meets Overlapping Community Detection -- Overlapping Community Detection Combining Topological Potential and Trust Value of Nodes -- Brain Computer Integration -- Coarse-to-Fine Classification with Phase Synchronization and Common Spatial Pattern for Motor Imagery-based BCI -- Ballistocardiogram artifact removal for concurrent EEG-fMRI recordings using blind source separation based on dictionary learning -- Comparison of Machine Learning and Deep Learning Approaches for Decoding Brain Computer Interface: an fNIRS Study -- Pattern Recognition -- Phase Plane Analysis of Traffic Flow Evolution Based on a macroscopic traffic flow model -- Phase Plane Analysis of Traffic Phenomena with Different Input and Output Conditions -- Bird Detection on Transmission Lines Based on DCYOLO Model -- Research on Customer Credit Scoring Model Based on Bank Credit Card -- Analysis of the stability and solitary waves for the carfollowing model on two lanes -- Queue Length Estimation based Defence Against Data Poisoning Attack for Tra c Signal Control -- A Method of Style Transfer for Chinese Painting -- Speech Triggered Mobility Support And Privacy -- Computer Vision and Image Understanding -- Explaining Color Evolution, Color Blindness, and Color Recognition by the Decoding Model of Color Vision -- A Content-based Deep Hybrid Approach with Segmented Max-pooling -- Image caption combined with GAN training method. |
| Record Nr. | UNINA-9910409660803321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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