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Computational Intelligence Paradigms in Economic and Financial Decision Making [[electronic resource] /] / by Marina Resta
| Computational Intelligence Paradigms in Economic and Financial Decision Making [[electronic resource] /] / 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 electronic resource (234 p.) |
| Soggetto non controllato |
growth optimal portfolio
Wishart model conditional Value-at-Risk (CoVaR) systemic risk utility functions current drawdown risk measure risk-based portfolios capital market pricing model systemic risk measures Big Data International Financial Reporting Standard 9 cartography stock prices copula models CoVaR quantitative risk management auto-regressive fractional Kelly allocation independence assumption deep learning structural models financial regulation data science efficient frontier weighted logistic regression estimation error financial markets capital allocation multi-step ahead forecasts target matrix value at risk random matrices credit risk portfolio theory convex programming admissible convex risk measures non-stationarity financial mathematics quantile regression Markowitz portfolio theory shrinkage loss given default ordered probit |
| 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 | ||
| ||