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Soft Computing in Financial Engineering Book

Soft Computing in Financial Engineering
Soft Computing in Financial Engineering, The focus is on the application of soft computing to a new emerging discipline called financial engineering. Financial engineering can be seen as a field emerging out of an attempt to address the issues of concern in finance with the tools and perspective, Soft Computing in Financial Engineering has a rating of 3 stars
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Soft Computing in Financial Engineering, The focus is on the application of soft computing to a new emerging discipline called financial engineering. Financial engineering can be seen as a field emerging out of an attempt to address the issues of concern in finance with the tools and perspective, Soft Computing in Financial Engineering
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  • Soft Computing in Financial Engineering
  • Written by author Rita A. Ribeiro, Ronald R. Yager
  • Published by Physica-Verlag GmbH & Co, 1999/01/01
  • The focus is on the application of soft computing to a new emerging discipline called financial engineering. Financial engineering can be seen as a field emerging out of an attempt to address the issues of concern in finance with the tools and perspective
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1 Introductory Sections: Imprecise Data, and Decision Making under Fuzziness
Vagueness of Verbal Variables 3
Decision Making under Uncertainty with Nonnumeric Payoffs 21
Fuzzy Measures and Equilibrium Conditions on the Financial Market 39
Sharing Vague Profit in Fuzzy Cooperation 51
2 Time Series Analyses and Prediction
Time Series Filtering and Reconstruction Using Fuzzy Weighted Local Regression 73
Automated Mathematical Modelling for Financial Time Series Prediction Combining Fuzzy Logic and Fractal Theory 93
A 2-Stage Artificial Neural Network Predictor with Application to Financial Time Series 107
Generic Neuro-Fuzzy-Chaos Methodology for Time-Series Analysis and Building Intelligent Adaptive Systems 125
Dynamic Programming and Fuzzy Reinforcement of Backpropagation for Interest Rate Prediction 142
3 Stock and Currency Markets
Portfolio Selection Based on Possibility Theory 159
Neuro-Fuzzy Methods Applied to the German Stock Index DAX 186
IBOVESPA Neuro-Fuzzy Forecasting: A Case Study in Brazilian Capital Markets 204
Application of Fuzzy Regression Models to Predict Exchange Rates for Composite Currencies 224
A Fuzzy Inferencing Approach Towards the Chaotic Nature of Foreign Currency Interactions 244
Application of Fuzzy Methodologies to Financial Fields: FOREX, Case Studies and Generalizations 279
4 Corporate Financial Analyses
Possibilistic Rule-Based Inference: A Case Study in Financial Analysis 301
Financial Analysis of Non-Financial Companies with Neural Networks 320
Customer Segmentation with Fuzzy Clustering 339
A Rejects Management Information System by Means of Fuzzy Logic 354
5 Analyses and Calculation of Risk and Value
Fuzzy Logic Based Systems for Checking Credit Solvency of Small Business Firms 371
Applications of Fuzzy Logic for Creditworthiness Evaluation 388
Rough Set Predictor of Business Failure 402
Fuzzy Insurance Premium Principles 425
Second Order Data Mining: Fire Risk Classification in a Newly-Developed Country 433
Automated Residential Property Valuation: An Accurate and Reliable Approach Based on Soft Computing 446
6 Auditing and Reporting
Theoretical Investigation of Belief Revisions in Auditing 483
Self-Organizing Fuzzy and MLP Approaches to Detecting Fraudulent Financial Reporting 499


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