By Shu-Heng Chen
Chen, Jain, and Tai assemble various fascinating functions of computational intelligence techniques of their edited Computational Economics: A viewpoint from Computational Intelligence ebook. Contributions during this quantity exhibit how mixtures of neural networks, genetic algorithms, wavelets, fuzzy units, and agent-based modeling are used in fixing a number of managerial decision-making difficulties. the amount is wealthy with purposes in monetary modeling, alternative pricing, market-making, optimization of industry suggestions, optimization for site visitors coverage, expense estimation, coverage appraisal in a legal justice procedure, capital keep watch over, and fixing association idea difficulties.
Read Online or Download Computational Economics: A Perspective from Computational Intelligence PDF
Similar computational mathematicsematics books
The aim of this quantity is to provide the rules of the Augmented Lagrangian procedure, including a variety of functions of this system to the numerical answer of boundary-value difficulties for partial differential equations or inequalities bobbing up in Mathematical Physics, within the Mechanics of continuing Media and within the Engineering Sciences.
Computational fluid dynamics (CFD) and optimum form layout (OSD) are of functional significance for plenty of engineering functions - the aeronautic, car, and nuclear industries are all significant clients of those applied sciences. Giving the state-of-the-art suit optimization for a longer diversity of functions, this new version explains the equations had to comprehend OSD difficulties for fluids (Euler and Navier Strokes, but additionally these for microfluids) and covers numerical simulation ideas.
- Transactions on Computational Systems Biology V
- Foundations of Software Science and Computational Structures: 12th International Conference, FOSSACS 2009, Held as Part of the Joint European Conferences on Theory and Practice of Software, ETAPS 2009, York, UK, March 22-29, 2009. Proceedings
- Introduction to Numerical Analysis
- Proceedings of the Third Int'l Conference on Numerical Methods in Fluid Mechanics
- Computational Physics
- Introduction to Computational Earthquake Engineering
Additional info for Computational Economics: A Perspective from Computational Intelligence
By simulating the traders’ price forecasts and their trading strategy evolution, the agents’ economic performance is found to be best with a 1-year forward time horizon, and it deteriorates significantly for tests with horizons exceeding 2 years, supporting the idea of frequent structural breaks. 2% of trade value. Average return improvement over B/H strategy is 20%, with the first five outperforming the benchmark by 50% and the last three by 2%. The primary strategy (in profitability terms) superiority over B/H strategy was 72%.
At the same time, for the whole set of trading strategies investigated, there is no dominance by strategies with a particular training horizon. Therefore, my results do not support a claim that longer training generates more statistically accurate or profitable strategies. To maximize ANN generalization, with dividing the data into training, cross validation, and testing sets, I have considered a number of distributions. With all three time Copyright © 2006, Idea Group Inc. Copying or distributing in print or electronic forms without written permission of Idea Group Inc.
Paper presented at the Parallel Problem Solving from Nature-Applications in Statistics and Economics Workshop, Germany. , & Wooten, D. (2003). Help and manual. , & Willams, J. T. (1977). Estimating betas from nonsynchronous data. Journal of Financial Economics, 5(3), 309-327. Sweeney, R. J. (1988). Some filter rule tests: Methods and results. Journal of Financial and Quantitative Analysis, 23, 285-301. ENDNOTES 1 2 3 CI is a development paradigm of intelligent systems with data-driven methodologies to model intelligence observed from natural behavior.
Computational Economics: A Perspective from Computational Intelligence by Shu-Heng Chen