Computational data analysis techniques in economics and finance / Michael Doumpos, Constantin Zopounidis and Chrysovalantis Gaganis, editors.

Format:

Book

Contributor:

Doumpos, Michael, editor.

Zopounidis, Constantin, editor.

Gaganis, Chrysovalantis, editor.

Series:

Studies in Financial Optimization and Risk Management

Studies in Financial Optimization and Risk Managment

Language:

English

Subjects (All):

Economic forecasting--Methodology.

Economic forecasting.

Business forecasting--Methodology.

Business forecasting.

Physical Description:

1 online resource (269 p.)

Place of Publication:

New York : Nova Publishers, 2015.

Language Note:

English

Summary:

The vast volume of financial data that exists and the globalization of financial markets create new challenges for researchers and practitioners in economics and finance. Computational data analysis techniques can contribute significantly within this context, by providing a rigorous analytic framework for decision-making and support, in areas such as financial times series analysis and forecasting, risk assessment, trading, asset management, and pricing. The aim of this edited volume is to present, in a unified context, some recent advances in the field, covering the theory, the methodologies,

Contents:

""COMPUTATIONAL DATA ANALYSIS TECHNIQUES IN ECONOMICS AND FINANCE""; ""COMPUTATIONAL DATA ANALYSIS TECHNIQUES IN ECONOMICS AND FINANCE""; ""Library of Congress Cataloging-in-Publication Data""; ""Contents""; ""Preface""; ""Chapter 1: Optimum Currency Areas within the US and Canada: A Data Analysis Approach""; ""Abstract""; ""1. Introduction""; ""2. Methodology""; ""2.1. Correspondence Analysis""; ""2.2. Hierarchical Cluster Analysis""; ""2.3. Data""; ""3. Empirical Estimation""; ""3.1. Applying Correspondence Analysis""; ""3.2. Hierarchical Cluster Analysis""; ""Conclusion""; ""References""

""Chapter 2: Directional Forecasting in Financial Time Series Using Support Vector Machines: The USD/EURO Exchange Rate""""Abstract""; ""1. Introduction""; ""2. Support Vector Machines""; ""2.1. Linear Separable Case""; ""2.2. Error Tolerant SVM""; ""2.3. Kernel Methods""; ""3. Data Analysis""; ""3.1. Data Collection and Kernel Selection""; ""3.2. Sensitivity Analysis""; ""Acknowledgment""; ""Conclusion""; ""Appendix""; ""References""; ""Chapter 3: Inflation Forecasting in Greece Using a Neuro-Fuzzy System""; ""Abstract""; ""1. Introduction""; ""1.1. Related Research""

""2. Model Presentation""""2.1. ANFIS Architecture""; ""2.2. Learning Algorithm of ANFIS""; ""2.3. Data and Model Parameters""; ""4. Model Performance Evaluations""; ""Conclusion""; ""References""; ""Chapter 4: The Value of IPRs and Competitiveness Regarding FDI: Linear and Non-Linear Analysis""; ""Abstract""; ""1. Introduction""; ""2. FDI Background""; ""3. Competition Background""; ""4. IPR Background""; ""5. Competition Policy and the Exercise of Intellectual Property Rights""; ""6. Data and Methodology""; ""7. Empirical Results""; ""7.1. Linear Results""; ""7.2. Non-Linear Results""

""Conclusion""""Appendices""; ""References""; ""Cases""; ""Chapter 5: The Modelling of Maintenance Cost: The Case of Container-Ships in Dry-Dock""; ""Abstract""; ""1. Introduction""; ""2. Literature Review""; ""2.1. Prior Research on Operating and Maintenance Costs""; ""2.2. Containerships and Their Costs""; ""3. Hypotheses""; ""3.1. Age""; ""3.2. Size""; ""3.3. Stay Days""; ""3.4. Market Conditions""; ""3.5. Owners� Negotiating Capacity""; ""4. Data and Methodology""; ""4.1. Data Collected""; ""4.2. Methodology""; ""5. Discussion of Results""; ""Conclusion""; ""References""

""Chapter 6: Discounted Cash Flows through Expertons in Business Valuation Process""""Abstract""; ""1. Introduction""; ""2. Preliminaries""; ""2.1. Literature Review in Business Valuation""; ""2.2. Fuzzy Methodology in Business Valuation""; ""3. Fuzzy Methodology for Uncertainty""; ""3.1. Confidence Intervals""; ""3.2. Fuzzy Numbers""; ""3.3. Triangular Fuzzy Numbers""; ""3.4. Fuzzy Subsets""; ""3.5. Expertons""; ""4. Application on Business Valuation""; ""5. Discounted Cash Flows""; ""5.1. n- Number of Years""; ""5.2. CF- Cash Flow""; ""5.3. k- Discount Rate""; ""5.4. Vn- Residual Value""

""Result and Conclusion""

Notes:

Description based upon print version of record.

Includes bibliographical references at the end of each chapters and index.

Description based on print version record.

ISBN:

1-56072-017-4

OCLC:

904248986