Artificial Intelligence in Financial Markets: Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics
暫譯: 金融市場中的人工智慧：風險管理、投資組合優化與經濟學的前沿應用
Dunis, Christian L., Middleton, Peter W., Karathanasopolous, Andreas
- 出版商: Palgrave MacMillan
- 出版日期: 2017-01-26
- 售價: $3,850
- 貴賓價: 9.5 折 $3,658
- 語言: 英文
- 頁數: 344
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1137488794
- ISBN-13: 9781137488794
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相關分類:
人工智慧、經濟學 Economy
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相關翻譯:
金融AI算法:人工智能在金融領域的前沿應用指南 (簡中版)
商品描述
As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making.
This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization.
This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field.
商品描述(中文翻譯)
隨著科技的進步，計算應用在預測、建模和交易金融市場及資訊方面也隨之增加，從業者正尋找越來越複雜的解決方案來應對金融挑戰。神經網絡是一種高效且可訓練的算法方法，模擬人類大腦功能的某些方面，並廣泛應用於金融預測，使得投資決策能夠迅速做出。
本書介紹了市場、資產及其他金融領域中最前沿的人工智慧（AI）/神經網絡應用。全書分為四個部分，首先探討時間序列分析在各類資產（包括衍生品、交易所交易基金、債務和股權工具）中的預測和交易。這一部分將重點關注模式識別、市場時機模型、金融時間序列的預測和交易。第二部分提供了宏觀和微觀經濟學的見解，以及如何利用AI技術更好地理解和預測經濟變數。第三部分專注於企業財務和信用分析，深入探討企業結構和信用，並建立財務報表分析與各種金融情境影響之間的關係。第四部分則聚焦於投資組合管理，探討投資組合理論、資產配置和優化的應用。
本書還提供了人工智慧和金融領域的一些最新研究，並為從業者和研究者提供深入的分析以及高度適用的工具和技術。
作者簡介
Dr Christian L. Dunis is a Founding Partner of Acanto Research, where he is responsible for global risk and new products. He is also Emeritus Professor of Banking and Finance at Liverpool John Moores University where he directed the Centre for International Banking, Economics and Finance (CIBEF) from February 1999 through to August 2011. Christian holds a MSc and a Superior Studies Diploma in International Economics, and a PhD in Economics from the University of Paris.
Dr Peter W. Middleton completed his PhD at the University of Liverpool. His working experience is in Asset Management and he has published numerous articles on Financial Forecasting of Commodity spreads and Equity time series.
Dr Andreas Karathanasopoulos studied for his MSc and Phd at Liverpool John Moores University under the supervision of Professor Christian Dunis. His working experience is academic having taught at Ulster University, London Metropolitan University and the University of East London. He is currently Associate Professor at the American University of Beirut and has published over 30 articles and one book in the area of artificial intelligence.
Dr Konstantinos Theofilatos completed his MSc and PhD in the University of Patras Greece. His research interests include computational intelligence, financial time series forecasting and trading, bioinformatics, data mining and web technologies. He has published 27 publications in scientific peer reviewed journals and over 30 articles in conference proceedings.
作者簡介(中文翻譯)
克里斯蒂安·L·杜尼斯博士是Acanto Research的創始合夥人，負責全球風險和新產品。他同時也是利物浦約翰摩爾斯大學的銀行與金融名譽教授，並於1999年2月至2011年8月期間擔任國際銀行、經濟與金融中心（CIBEF）的主任。克里斯蒂安擁有國際經濟碩士學位和高級研究文憑，以及巴黎大學的經濟學博士學位。
彼得·W·米德爾頓博士在利物浦大學完成了他的博士學位。他的工作經驗集中在資產管理領域，並在商品價差和股票時間序列的金融預測方面發表了多篇文章。
安德烈亞斯·卡拉塔納索普洛斯博士在利物浦約翰摩爾斯大學攻讀碩士和博士學位，指導教授為克里斯蒂安·杜尼斯。他的工作經驗主要是學術界，曾在阿爾斯特大學、倫敦城市大學和東倫敦大學任教。目前他是貝魯特美國大學的副教授，並在人工智慧領域發表了超過30篇文章和一本書。
康斯坦丁·西奧菲拉托斯博士在希臘帕特雷大學完成了碩士和博士學位。他的研究興趣包括計算智能、金融時間序列預測與交易、生物資訊學、數據挖掘和網絡技術。他在科學同行評審期刊上發表了27篇論文，並在會議論文集中發表了超過30篇文章。
