Financial Decision Making Using Computational Intelligence
Financial Decision Making Using Computational Intelligence covers all the recent developments in complex financial decision making through computational intelligence approaches. Computational intelligence has evolved rapidly in recent years and it is now one of the most active fields in operations research and computer science. The increasing complexity of financial problems and the enormous volume of financial data often make it difficult to apply traditional modeling and algorithmic procedures. In this context, the field of computational intelligence provides a wide range of useful techniques, including new modeling tools for decision making under risk and uncertainty, data mining techniques for analyzing complex data bases, and powerful algorithms for complex optimization problems.
We use a Markov chains models for the analysis of Russian stock market. First problem studied in the paper is the multiperiod portfolio optimization. We show that known approaches applied for the Russian stock market produce the phenomena of non stability and propose a new methods in order to smooth it. The second problem addressed in the paper is a structural changes on the Russian stock market after the financial crisis of 2008.We propose a hidden Markov chains model to analyse a structural changes and apply it for the Russian stock market.
A novel approach to triclustering of a three-way binary data is proposed. Tricluster is defined in terms of Triadic Formal Concept Analysis as a dense triset of a binary relation Y , describing relationship between objects, attributes and conditions. This definition is a relaxation of a triconcept notion and makes it possible to find all triclusters and triconcepts contained in triclusters of large datasets. This approach generalizes the similar study of concept-based biclustering.
This book constitutes the second part of the refereed proceedings of the 10th International Conference on Formal Concept Analysis, ICFCA 2012, held in Leuven, Belgium in May 2012. The topics covered in this volume range from recent advances in machine learning and data mining; mining terrorist networks and revealing criminals; concept-based process mining; to scalability issues in FCA and rough sets.
Concept discovery is a Knowledge Discovery in Databases (KDD) research field that uses human-centered techniques such as Formal Concept Analysis (FCA), Biclustering, Triclustering, Conceptual Graphs etc. for gaining insight into the underlying conceptual structure of the data. Traditional machine learning techniques are mainly focusing on structured data whereas most data available resides in unstructured, often textual, form. Compared to traditional data mining techniques, human-centered instruments actively engage the domain expert in the discovery process. This volume contains the contributions to CDUD 2011, the International Workshop on Concept Discovery in Unstructured Data (CDUD) held in Moscow. The main goal of this workshop was to provide a forum for researchers and developers of data mining instruments working on issues with analyzing unstructured data. We are proud that we could welcome 13 valuable contributions to this volume. The majority of the accepted papers described innovative research on data discovery in unstructured texts. Authors worked on issues such as transforming unstructured into structured information by amongst others extracting keywords and opinion words from texts with Natural Language Processing methods. Multiple authors who participated in the workshop used methods from the conceptual structures field including Formal Concept Analysis and Conceptual Graphs. Applications include but are not limited to text mining police reports, sociological definitions, movie reviews, etc.
The way of the automated knowledge control system realization is offered on the basis of such intellectual means as the ontologic approach, fuzzy logic and data mining.
In this paper some of the task assignment methods and approaches are examined. The analysis of the algorithms considered is showing their strengths and weaknesses. Also, the ways of further research are presented, which aims to develop a methodology for task assignment in project management area.
The manual is intended for students of Department of computer engineering MIEM HSE. In the textbook based on the courses "Economics of firm" and "the development strategy of the organization." Discusses the key conceptual and methodological issues of the theory and practice of Economics and development planning of the organization. The use of textbooks will enable students: to analyze key performance indicators, and use the tools of strategic analysis with reference to concrete situations in contemporary Russian and international business. Special attention is paid to the methods and systems of information support of the life support functions of business organizations and management methodology of innovation and investment. An Appendix contains source data for analysis of competition in a particular industry.
The paper provides a number of proposed draft operational guidelines for technology measurement and includes a number of tentative technology definitions to be used for statistical purposes, principles for identification and classification of potentially growing technology areas, suggestions on the survey strategies and indicators. These are the key components of an internationally harmonized framework for collecting and interpreting technology data that would need to be further developed through a broader consultation process. A summary of definitions of technology already available in OECD manuals and the stocktaking results are provided in the Annex section.
Over the last two decades national policy makers drew special attention to the implementation of policy tools which foster international cooperation in the fields of science, technology, and innovation. In this paper, we look at cases of Russian-German collaboration to examine the initiatives of the Russian government aimed at stimulating the innovation activity of domestic corporations and small and medium enterprises. The data derived from the interviews with companies’ leaders show positive effects of bilateral innovative projects on the overall business performance alongside with major barriers hindering international cooperation. To overcome these barriers we provide specific suggestions relevant to the recently developed Russian Innovation Strategy 2020.