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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Published Springer International Publishing : Imprint: Springer, 2017.Table of Contents: “…CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion.…”
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State-Space Approaches for Modelling and Control in Financial Engineering Systems theory and machine learning methods /
Published Springer International Publishing : Imprint: Springer, 2017.Table of Contents: “…Systems theory and stability concepts -- Main approaches to nonlinear control -- Main approaches to nonlinear estimation -- Linearizing control and filtering for nonlinear dynamics in financial systems -- Nonlinear optimal control and filtering for financial systems -- Kalman Filtering Approach for detection of option mispricing in the Black-Scholes PDE -- Kalman Filtering approach to the detection of option mispricing in elaborated PDE finance models -- Corporations' default probability forecasting using the Derivative-free nonlinear Kalman Filter -- Validation of financial options models using neural networks with invariance to Fourier transform -- Statistical validation of financial forecasting tools with generalized likelihood ratio approaches -- Distributed validation of option price forecasting tools using a statistical fault diagnosis approach -- Stabilization of financial systems dynamics through feedback control of the Black-Scholes PDE -- Stabilization of the multi-asset Black-Scholes PDE using differential flatness theory -- Stabilization of commodities pricing PDE using differential flatness theory -- Stabilization of mortgage price dynamics using differential flatness theory.v></div></div>.…”
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Control Engineering and Finance
Published Springer International Publishing : Imprint: Springer, 2018.Full-text access
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Intelligent Decision Technologies 2017 Proceedings of the 9th KES International Conference on Intelligent Decision Technologies (KES-IDT 2017) - Part II /
Published Springer International Publishing : Imprint: Springer, 2018.Table of Contents: “…A Development of Classification Model for Smartphone Addiction Recognition System Based on Smartphone Usage Data -- Complex Object Recognition Based on Multi-shape Invariant Radon Transform -- Genetic Algorithms Based Resampling for the Classification of Unbalanced Datasets -- Analysis of Multiple Classifiers Performance for Discretized Data in Authorship Attribution -- Speaker Identification in Noisy Conditions Using Short Sequences of Speech Frames -- Decision-Controlled Digitization Architecture for Internet of Things and Microservices -- Digital Enterprise Architecture Management in Tourism - State of the Art and Future Directions -- Building Fuzzy Variance Gamma Option Pricing Models With Jump Levy Process -- Evolutionary Regressor Selection in ARIMA Model for Stock Price Time Series Forecasting -- Applying Domain Knowledge for Data Quality Assessment in Dermatology -- A Data Analytics Framework for Business in Small and Medium-Sized Organizations -- Visual Analysis of Eye Movement Data with Fixation Distance Plots -- Which Symbols, Features, and Regions Are Visually Attended in Metro Maps? …”
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Intelligent Computing Proceedings of the 2018 Computing Conference, Volume 2 /
Published Springer International Publishing : Imprint: Springer, 2019.Table of Contents: “…Statistical Learning of Lattice Option Pricing and Traders' Behavior using Ising Spin Model for Asymmetric Information Transitions -- Deep Time Series Neural Networks and Fluorescence Data Stream Noise Detection -- Controlled Under-Sampling with Majority Voting Ensemble Learning for Class Imbalance Problem -- Optimisation of Hadoop MapReduce Configuration Parameter Settings using Genetic Algorithms -- Fast Interpolation and Fourier Transform in High-Dimensional Spaces -- Developing an Asynchronous Technique to Evaluate the Performance of SDN HP Aruba Switch and OVS -- Energy Aware Cluster-Head Selection for Improving Network Life Time in Wireless Sensor Network -- Estimation of Stress Condition of Children by Nasal Skin Temperature -- Private Collaborative Business Benchmarking in the Cloud -- Mobile Phone Operations Just by Sight and its Applications -- Music4D: Audio Solution for Virtual Reality -- Enabling STEAM (Science, Technology, Engineering, Arts, Mathematics) Education with Virtual Reality.…”
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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Published Springer International Publishing : Imprint: Springer, 2017.Full-text access
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3D Printing and Bio-Based Materials in Global Health An Interventional Approach to the Global Burden of Surgical Disease in Low-and Middle-Income Countries /
Published Springer International Publishing : Imprint: Springer, 2017.Table of Contents: “…The Current Global Surgical Care Paradigm -- The Global Surgical Burden of Disease: A Global Health Paradigm -- Surgically Avertable Deaths: A Silent Premise -- Defining Essential Surgical Conditions in LMICs -- Disparity of Surgical Service Provision in LMICs -- Disparities in Provisional Access to Surgical Instruments and Supplies in LMICs -- Surgical Interventions in Global Health: Social and Economic Implications -- Surgery: A Highly Cost-Effective Health Intervention -- The Economic Returns of Surgical Interventions -- Catastrophic Healthcare Expenditures: A Perspective -- The Social Returns of Surgical Interventions -- Dimensional Printing and Rapid Prototyping: Implications for Global Health -- The Dawn of Disruptive Innovations and Frugal Engineering -- 3-Dimensional Printing: An Introduction to Rapid Device Prototyping and Fabrication -- The RepRap Rapid Prototyping Device and Fused Deposition Modeling -- 3-Dimensional Device Fabrication: Bio-Based Materials and Thermoplastics -- Bio-Based Thermoplastic Polymers in 3D Printing -- Polylactic-Acid: Bio-Based Thermoplastic Polymer Properties and Medical Device Applications -- Acrylonitrile Butadiene Styrene Thermoplastics: Mechanical and Chemical Profile -- Chemical and Mechanical Profile Modification of Bio-Based Materials: Polymeric Blending and Natural Polymer Enhancement -- 3-Dimensional Printing of Medical Devices and Supplies -- The Current State of 3-Dimensional Printing: Fabrication of Medical Devices and Supplies -- Fabrication of High-Utility Integrative Surgical Toolkits -- 3-Dimensional Printing in the Surgical Field: Field Applications and Considerations -- 3-Dimensional Printing: Interventional Capacities in the Global Health Arena -- 3D Printed Instrument and Medical Supply Price Competencies -- Barriers to Entry and Adoption of Medical Device Innovations in LMICs -- 3D Printing: A Paradigm Shift in the Global Medical Device and Humanitarian Supply Chain -- 3D Printing: Global Open Source Blueprint and Information Dissemination -- The Future of Bio-Based Materials Development in Medical Device Fabrication.…”
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Soft Methods for Data Science
Published Springer International Publishing : Imprint: Springer, 2017.Table of Contents: “…Mean Value and Variance of Fuzzy Numbers with Non-continuous Membership Functions -- On the Construction of Radially Symmetric Trivariate Copulas -- Simulation of the Night Shift Solid Waste Collection System of Phuket Municipality -- Updating Context in the Equation: An Experimental Argument with Eye Tracking -- Black-Litterman Model with Multiple Experts' Linguistic Views -- Representing Lightweight Ontologies in a Product-Based Possibility Theory Framework -- Asymptotics of Predictive Distributions -- Independent K-Sample Equality Distribution Test Based on the Fuzzy Representation -- Agglomerative Fuzzy Clustering -- Bayesian Inference with Linkage Uncertainty: Applications in Official Statistics -- The Extension of Imprecise Probabilities Based on Generalized Credal Sets -- A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model -- The Representation of Conglomerative Functionals -- The Likelihood Interpretation of Fuzzy Data -- Combining the Information of Multiple Ranker in Ranked Set Sampling with Fuzzy Set Approach -- A Savage-like Representation Theorem for Preferences on Multi-acts -- On Some Functional Characterizations of (fuzzy) Set-Valued Random Elements -- Maximum Likelihood Under Incomplete Information: Toward a Comparison of Criteria -- The Use of Uncertainty to Choose Matching Variables in Statistical Matching -- Beyond Fuzzy, Possibilistic and Rough: An Investigation of Belief Functions in Clustering -- Small Area Estimation in Presence of Linkage Errors -- A Test for Truncation Invariant Dependence -- Finite Mixture Of Linear Regression Models: An Adaptive Constrained Approach to Maximum Likelihood Estimation -- Detecting Dependence in Tourists' Spending Behavior -- Robust Fuzzy Clustering via Trimming and Constraints -- One-factor Levy-frailty Copulas with Inhomogeneous Trigger Rates -- A Perceptron Classifier and Corresponding Probabilities -- Fuzzy -Signals Fed to Gaussian Channels -- Fuzzy Clustering Through Robust Factor Analyzers -- Consensus-based Clustering in Numerical Decision-Making -- Spatial Outlier Detection Using GAMs and Geographical Information Systems -- Centering and Compound Conditionals Under Coherence -- Approximate Bayesian Methods for Multivariate and Conditonal Copulae -- The Sign Test for the Interval-Valued Data -- Probability Distributions Related to Fuzzy P-Values -- Probabilistic Semantics and Pragmatics for the Language of Uncertainty -- Dynamic Analysis of the Development of Scientific Communities in the Field of Soft Computing -- Talk to your Neighbour: a Belief Propagation Approach to Data Fusion -- The Qualitative Characteristics of Combining Evidence with Discounting -- Measuring the Dissimilarity Between the Distributions of Two Random Fuzzy Numbers -- An Empirical Analysis of the Coherence Between Fuzzy Rating Scale- and Likert Scale-Based Responses to Questionnaires -- Asymptotic Results for Sums of Independent RandomVariables with Alternating Laws -- Dispersion Measures and Multidistances on Rk -- Full Conglomerability, Continuity and Marginal Extension -- On Extreme Points of P-Boxes and Belief Functions -- Modelling the Dependence in Multivariate Longitudinal Data by Pair Copula Decomposition -- Predictability in Probabilistic Discrete Event Systems -- A Sandwich Theorem for Natural Extensions -- Envelopes of Joint Probabilities with Given Marginals Under Absolute Continuity or Equivalence Constraints -- Square of Opposition Under Coherence -- Testing of Coarsening Mechanisms: Coarsening at Random Versus Subgroup Independence -- Two-sample Similarity Test for the Expected Value of Random Intervals -- Handling Uncertainty in Structural Equation Modeling -- Detecting Inconsistencies in Revision Problems -- Tukeys Biweight Loss Function for Fuzzy Set-Valued M-Estimators of Location -- Technical Gestures Recognition by Set-Valued Hidden Markov Models with Prior Knowledge -- Time Series ModelingBased on Fuzzy Transform -- Back to \Reasoning" -- Lexicographic Choice Functions Without Archimedeanicity -- Composition Operator for Credal Sets Reconsidered -- A Nonparametric Linearity Test for a Sort of Multivariate Regression Model with Fuzzy Data -- Treat a Fuzzy Dependence Among Causes and Lives in Insurance with Some Copulas Based Approaches -- A Portfolio Diversication Strategy via Tail Dependence Clustering -- An Upper Bound Estimation About the Sample Average of Interval-valued Random Sets -- On Asymptotic Properties of the Multiple Fuzzy Least Squares Estimator.…”
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Proceedings of the Second International Conference on Computer and Communication Technologies IC3T 2015, Volume 2 /
Published Springer India : Imprint: Springer, 2016.Table of Contents: “…A Data Driven Approach for the Option Pricing Algorithm -- Chapter 16. Moderator Intuitionistic Fuzzy Sets and Application in Medical Diagnosis -- Chapter 17. …”
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Intelligent Engineering Informatics Proceedings of the 6th International Conference on FICTA /
Published Springer Nature Singapore : Imprint: Springer, 2018.Table of Contents: “…Intelligent and Integrated Books Recommendation and Best Price Identifier System using Machine Learning -- 41. …”
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