000 04976nam a22005655i 4500
001 978-1-4471-5010-7
003 DE-He213
005 20170628033654.0
007 cr nn 008mamaa
008 130403s2013 xxk| s |||| 0|eng d
020 _a9781447150107
_9978-1-4471-5010-7
024 7 _a10.1007/978-1-4471-5010-7
_2doi
050 4 _aQ334-342
050 4 _aTJ210.2-211.495
072 7 _aUYQ
_2bicssc
072 7 _aTJFM1
_2bicssc
072 7 _aCOM004000
_2bisacsh
082 0 4 _a006.3
_223
100 1 _aMarwala, Tshilidzi.
_eauthor.
245 1 0 _aEconomic Modeling Using Artificial Intelligence Methods
_h[electronic resource] /
_cby Tshilidzi Marwala.
264 1 _aLondon :
_bSpringer London :
_bImprint: Springer,
_c2013.
300 _aXVI, 261 p. 54 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aAdvanced Information and Knowledge Processing,
_x1610-3947
505 0 _aForeword -- Preface -- Acknowledgements -- Introduction to Economic Modeling -- Techniques for Economic Modeling: Unlocking the Character of Data -- Automatic Relevance Determination in Economic Modeling -- Neural Approaches to Economic Modeling -- Bayesian Support Vector Machines for Economic Modeling: Application to Option Pricing -- Rough Sets Approach to Economic Modeling: Unlocking Knowledge in Financial Data -- Missing Data Approaches to Economic Modeling: Optimization Approach -- Correlations versus Causality Approaches to Economic Modeling -- Evolutionary Approaches to Computational Economics: Application to Portfolio Optimization -- Real-time Approaches to Computational Economics: Self Adaptive Economic Systems -- Multi-Agent Approaches to Economic Modeling: Game Theory, Ensembles, Evolution and the Stock Market -- Control Approaches to Economic Modeling: Application to Inflation Targeting -- Modeling Interstate Conflict: The Role of Economic Interdependency for Maintaining Peace -- Conclusions and Further Work -- Index.
520 _aEconomic 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.
650 0 _aComputer science.
650 0 _aArtificial intelligence.
650 0 _aOptical pattern recognition.
650 0 _aMathematical statistics.
650 0 _aEngineering.
650 0 _aEconomics, Mathematical.
650 1 4 _aComputer Science.
650 2 4 _aArtificial Intelligence (incl. Robotics).
650 2 4 _aGame Theory/Mathematical Methods.
650 2 4 _aComputational Intelligence.
650 2 4 _aComputational Science and Engineering.
650 2 4 _aPattern Recognition.
650 2 4 _aStatistics and Computing/Statistics Programs.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781447150091
830 0 _aAdvanced Information and Knowledge Processing,
_x1610-3947
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4471-5010-7
912 _aZDB-2-SCS
999 _c16294
_d16294