1. Statistically Principled Application of Computational Intelligence Techniques for Finance (J.V. Healy)
2. Can Artificial Traders Learn and Err Like Human Traders? A New Direction for Computational Intelligence in Behavioral Finance (S.-H. Chen, K.-C. Shih, C.-C. Tai)
3. Application of Intelligent Systems for News Analytics (C. Bozic, S. Chalup, D. Seese)
4. Modelling and Trading the Greek Stock Market with Hybrid ARMA-Neural Network Models (C. L. Dunis, J. Laws, A. Karathanasopoulos)
5. Pattern Detection and Analysis in Financial Time Series Using Suffix Arrays (K. F. Xylogiannopoulos, P. Karampelas, R. Alhajj)
6. Genetic Programming for the Induction of Seasonal Forecasts: A Study on Weather Derivatives (A. Agapitos, M. O’Neill, A. Brabazon)
7. Evolution Strategies for IPO Underpricing Prediction (D. Quintana, C. Luque, J. M. Valls, P. Isasi)
8. Bayesian Networks for Portfolio Analysis and Optimization (S. Villa, F. Stella)
9. Markov Chains in Modelling of the Russian Financial Market (G. A. Bautin and V. A. Kalyagin)
10. Fuzzy Portfolio Selection Models: A Numerical Study (En. Vercher and J. D. Bermúdez)
11. Financial Evaluation of Life Insurance Policies in High Performance Computing Environments (S. Corsaro, P. L. De Angelis, Z. Marino, P. Zanetti)
Index
Preface
List of Contributors
1. Statistically Principled Application of Computational Intelligence Techniques for Finance (J.V. Healy)
1. Dynamics of Information and Optimal Control of Mutation in Evolutionary Systems
2. Integration Principle as the Master Equation of the Dynamics of an Information System
3. On the Optimization of InformationWorkflow
4. Characterization of the Operator Cognitive State Using Response Times During Semi-autonomousWeapon Task Assignment
5. Correntropy in Data Classification
6. Algorithms for Finding Diameter-constrained Graphs with Maximum Algebraic Connectivity
7. Robustness and Strong Attack Tolerance of Low-Diameter Networks
8. Dynamics of Climate Networks
9. Sensor Scheduling for Space Object Tracking and Collision Alert
10. Throughput Maximization in CSMA Networks with Collisions and Hidden Terminals
11. Optimal Formation Switching with Collision Avoidance and Allowing Variable Agent Velocities
12. Computational Studies of Randomized Multidimensional Assignment Problems
13. On Some Special Network Flow Problems: The Shortest Path Tour Problems
14. A Hierarchical Multi-modal Hybrid Stackelberg-Nash GA for a Leader with Multiple Followers Game
15. The Role of Information in Nonzero-Sum Differential Games
16. Information Considerations in Multi-person Cooperative Control/Decision Problems: Information Sets, Sufficient Information Flows and Risk-Averse Decision Rules for Performance Robustness
17. Modeling Interactions in Complex Systems: Self-Coordination, Game-Theoretic Design Protocols, and Performance-Reliability Aided Decision Making
1. Dynamics of Information and Optimal Control of Mutation in Evolutionary Systems
2. Integration Principle as the Master Equation of the Dynamics of an Information System
Fuzzy Measures and Fuzzy Statistics: Its Probability Representations
Extended Extremal Fuzzy Measures
Extended Extremal Fuzzy Measures on Compositional Product of Measurable Spaces
Modeling of Extremal and Controllable Extremal Fuzzy Processes
Identification of Fuzzy-Integral Models of Extremal fuzzy Processes
Optimization of Continuous Controllable Extremal Fuzzy Processes and the Choice of Decisions
Problems of States Estimation (Filtration) of Extremal Fuzzy Processes. - Conclusions on the Parts I-VII
Algorithms and software for Discrete Possibilistic EFDS
Application of the Discrete Possibilistic Model of the EFDS in the Evaluation of Expert Knowledge Streams
Application: Forecasting of Increasing Financial Risks (Credit Risks) of Georgia-based Organization (LTD-“Fractal”) by the Discrete Possibilistic EFDS’s Finite Model.- General Conclusions
Bibliography
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Extended Extremal Fuzzy Measures
Extended Extremal Fuzzy Measures on Compositional Product of Measurable Spaces
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