Motivation -- Analytical Outlook -- Foreign Exchange Market Predictability -- Equilibrium Relationships -- Market Efficiency Concepts -- Views from Complexity Theory -- Conclusions -- Exchange Rate Forecasting with Support Vector Machines -- Statistical Analysis of Daily Exchange Rate Data. -- Support Vector Classification -- Description of Empirical Study and Results -- Exchange Rate Hedging in a Simulation/Optimization Framework -- Preferences over Probability Distributions -- Problem Statement and Computational Complexity -- Model Implementation -- Simulation/Optimization Experiments -- Contributions of the Dissertation -- Exchange Rate Forecasting with Support Vector Machines -- References -- Exchange Rate Hedging in a Simulation/Optimization Framework
Summary
The growing complexity of many real world problems is one of the biggest challenges of our time. From the high complexity of the foreign exchange market and related decision problems, this book derives the necessity to use tools from Machine Learning and Artificial Intelligence
Analysis
economie
economics
bedrijfswetenschap
management science
finance
bedrijfsinformatiesystemen
management information systems
bankwezen
banking sector
kunstmatige intelligentie
artificial intelligence
Management studies, Business Administration, Organizational Science (General)