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Artificial Intelligence Applications on Wall Street





ISBN 9781138570832
Published November 29, 2017 by Routledge
166 Pages

 
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Book Description

Originally published in 1996 as a special issue journal, Artificial Intelligence Applications on Wall Street, presents a series of articles derived from papers at the Third International Conference on Artificial Intelligence Applications on Wall Street. The volume addresses how Artificial Intelligence can be used to address the variety of issues in that arise in the world of investments, such as synthetic instruments, forecasting and surveillance. It examines the potential problems surrounding economic assumption of rationality in a global market, and how artificial intelligence can push the bounds of rationality.

Table of Contents

Acknowledgement

Introduction to Special Issue, Stephen Slade

1. Assessing Alternative Technologies for the Cost-Effective Computation of Derivatives, Roy S. Freedman and Rinaldo DiGiorgio

2. Designing Financial Swaps with CLP, Evan Tick

3. Embedding Technical Analysis into Neural Network Based Trading Systems, Tim Chenoweth, Zoran Obradovic and Sauchi Stephen Lee

4. Financial Forecasting using Genetic Algorithms, Sam Mahfoud and Ganesh Mani

5. Forecasting Foreign Exchange Rates Using Recurrent Neural Networks, Paolo Tenti

6. Time Series Analysis and Prediction Using Gated Experts with Application to Energy Demand Forecasts, Andreas S. Weigend

7. Alcod IDSS: Assisting the Australian Stock Market Surveillance Team’s Review Process, Philip Brown and Peter Goldschmidt

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