Economic Modeling Using Artificial Intelligence Methods (Advanced Information and Knowledge Processing)
暫譯: 使用人工智慧方法的經濟模型建構(進階資訊與知識處理)

Tshilidzi Marwala

  • 出版商: Springer
  • 出版日期: 2015-05-19
  • 售價: $4,570
  • 貴賓價: 9.5$4,342
  • 語言: 英文
  • 頁數: 280
  • 裝訂: Paperback
  • ISBN: 1447159195
  • ISBN-13: 9781447159193
  • 相關分類: 人工智慧
  • 海外代購書籍(需單獨結帳)

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商品描述

Economic Modeling Using Artificial Intelligence Methods examines the application of artificial intelligence methods to model economic data. Traditionally, economic modeling has been modeled in the linear domain where the principles of superposition are valid. The application of artificial intelligence for economic modeling allows for a flexible multi-order non-linear modeling. In addition, game theory has largely been applied in economic modeling. However, the inherent limitation of game theory when dealing with many player games encourages the use of multi-agent systems for modeling economic phenomena.

The artificial intelligence techniques used to model economic data include:

  • multi-layer perceptron neural networks
  • radial basis functions
  • support vector machines
  • rough sets
  • genetic algorithm
  • particle swarm optimization
  • simulated annealing
  • multi-agent system
  • incremental learning
  • fuzzy networks

Signal processing techniques are explored to analyze economic data, and these techniques are the time domain methods, time-frequency domain methods and fractals dimension approaches. Interesting economic problems such as causality versus correlation, simulating the stock market, modeling and controling inflation, option pricing, modeling economic growth as well as portfolio optimization are examined. The relationship between economic dependency and interstate conflict is explored, and knowledge on how economics is useful to foster peace – and vice versa – is investigated. Economic Modeling Using Artificial Intelligence Methods deals with the issue of causality in the non-linear domain and applies the automatic relevance determination, the evidence framework, Bayesian approach and Granger causality to understand causality and correlation.

Economic Modeling Using Artificial Intelligence Methods makes an important contribution to the area of econometrics, and is a valuable source of reference for graduate students, researchers and financial practitioners.

商品描述(中文翻譯)

《使用人工智慧方法的經濟模型》探討了人工智慧方法在經濟數據建模中的應用。傳統上,經濟建模是在線性領域中進行的,該領域的疊加原則是有效的。將人工智慧應用於經濟建模允許進行靈活的多階非線性建模。此外,博弈論在經濟建模中也得到了廣泛應用。然而,博弈論在處理多玩家遊戲時的固有限制促使了多代理系統在經濟現象建模中的使用。

用於建模經濟數據的人工智慧技術包括:
- 多層感知器神經網絡
- 径向基函數
- 支持向量機
- 粗集
- 遺傳算法
- 粒子群優化
- 模擬退火
- 多代理系統
- 增量學習
- 模糊網絡

信號處理技術被用來分析經濟數據,這些技術包括時域方法、時頻域方法和分形維度方法。探討了一些有趣的經濟問題,例如因果關係與相關性、模擬股市、建模與控制通脹、選擇權定價、經濟增長建模以及投資組合優化。還探討了經濟依賴與國際衝突之間的關係,並研究了經濟如何促進和平的知識——反之亦然。《使用人工智慧方法的經濟模型》處理了非線性領域中的因果關係問題,並應用了自動相關性決定、證據框架、貝葉斯方法和Granger因果關係來理解因果關係和相關性。

《使用人工智慧方法的經濟模型》對計量經濟學領域做出了重要貢獻,並且是研究生、研究人員和金融從業者的重要參考來源。