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Computational Intelligence Paradigms in Economic and Financial Decision Making / / by Marina Resta
| Computational Intelligence Paradigms in Economic and Financial Decision Making / / by Marina Resta |
| Autore | Resta Marina |
| Edizione | [1st ed. 2016.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 |
| Descrizione fisica | 1 online resource (183 p.) |
| Disciplina | 620 |
| Collana | Intelligent Systems Reference Library |
| Soggetto topico |
Computational intelligence
Artificial intelligence Operations research Decision making Computational Intelligence Artificial Intelligence Operations Research/Decision Theory |
| ISBN | 3-319-21440-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface; Contents; List of Figures; List of Tables; Part I Theoretical Framework ; 1 Yet Another Introduction to Self-Organizing Maps; 1.1 Background; 1.2 The Basic Algorithm; 1.3 Stopping Criteria and Convergence Measures; 1.4 Output Visualization; 1.5 SOM Variants; 1.5.1 SOM Batch; 1.5.2 Topological Structures in SOMs; 1.5.3 Neural Gas and Growing Neural Gas; 1.5.4 Topology Representing Networks; 1.5.5 Self-Organizing Surface; 1.5.6 Evolving Self-Organizing Map; 1.5.7 Growing Hierarchical SOM; 1.6 Putting SOM at Work; 2 Networks Analysis and Beyond; 2.1 Introduction; 2.2 Classical Networks
2.3 Lattice Network2.4 Scale-Free Networks; 2.4.1 Degree Distribution; 2.4.2 Power-Law Distribution in Real-World Networks; 2.4.3 Barabasi--Albert Model; 2.5 The Configuration Model; 2.6 Small-World Networks; 2.7 Measuring the Robustness of Networks; 2.7.1 Average Shortest Path Length; 2.7.2 Clustering Coefficients; 2.7.3 Hierarchical Modularity; 2.7.4 Assortativity; 2.7.5 Degree Correlation; 2.8 Centrality Measures; 3 Elastic Maps; 3.1 Introduction; 3.2 A Formal Description; 3.3 How Elastic Maps Work; 3.4 Available Algorithm Implementations; Part II Applications 4 SOM Variants for the Simulation of Market Price Modeling4.1 Introduction; 4.2 Voronoi Maps; 4.3 An Application to Financial Markets: Main Settings; 4.4 Experimental Results; 4.5 Conclusions and Outlooks for Future Works; 5 Elastic Maps to Define the Risk Profile of Financial Investments; 5.1 Introduction; 5.1.1 Strategic Asset Allocation; 5.1.2 Tactical Asset Allocation; 5.1.3 Stock Picking; 5.2 Portfolio Selection Within the Markowitz Framework; 5.3 Case Study: The General Framework; 5.4 Stocks Picking with Elastic Maps; 5.4.1 Maps Visualization 5.4.2 Building Securities Portfolios with Elastic Maps5.5 Selection with Fundamental Analysis; 5.5.1 Data and Preprocessing; 5.5.2 The Formation of the Portfolio; 5.6 Comparison Between the Methods; 5.7 Conclusion; 6 Hubs and Communities of Financial Assets with Enhanced Self-Organizing Maps; 6.1 Introduction; 6.2 Value at Risk: An Introductory Guide; 6.3 Algorithmic Settings; 6.3.1 Self-Organizing Maps; 6.3.2 The VaRSOM; 6.4 Discussion Case; 6.5 Conclusion; 7 Financial Landscapes of Health Care Providers; 7.1 Introduction 8.2.2 The Lee--Carter Model |
| Record Nr. | UNINA-9910254238103321 |
Resta Marina
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Computational Methods for Risk Management in Economics and Finance
| Computational Methods for Risk Management in Economics and Finance |
| Autore | Resta Marina |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (234 p.) |
| Soggetto non controllato |
admissible convex risk measures
auto-regressive Big Data capital allocation capital market pricing model cartography conditional Value-at-Risk (CoVaR) convex programming copula models CoVaR credit risk current drawdown data science deep learning efficient frontier estimation error financial markets financial mathematics financial regulation fractional Kelly allocation growth optimal portfolio independence assumption International Financial Reporting Standard 9 loss given default Markowitz portfolio theory multi-step ahead forecasts non-stationarity ordered probit portfolio theory quantile regression quantitative risk management random matrices risk measure risk-based portfolios shrinkage stock prices structural models systemic risk systemic risk measures target matrix utility functions value at risk weighted logistic regression Wishart model |
| ISBN | 3-03928-499-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910404091803321 |
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Resta Marina
|
||
| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||