?
Financial Decision Making Using Computational Intelligence
Under the general editorship: Doumpos M., Zopounidis C., Pardalos P. M.
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.
Chapters
Bautin G. A., Kalyagin V. A., , in: Financial Decision Making Using Computational IntelligenceIssue 70.: Dordrecht, L., Heidelberg, NY: Springer, 2012. P. 233–251.
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 ...
Added: May 7, 2013
Priority areas:
business informatics
Language:
English
Storchevoy M., Mylnikov L., Чернышев В. В. et al., / SSRN. Серия "Working Papers". 2025.
Внимание к охране природы принимает все большую значимость для бизнеса с одной стороны в связи с ужесточением в природоохранном законодательстве, а с другой в связи с использованием ESG рейтингов при принятии решений о коммерческой деятельности компаний. Составление рейтинга LLM систем, способных оказывать консультационные услуги в области природоохраны и ESG, позволяет осуществить выбор такой системы для ...
Added: September 18, 2025
Switzerland: Springer, 2025.
This volume contains the refereed proceedings of the 24th International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2025)1 , held during July 07–11, 2025, in Novosibirsk Scientific Centre, Russia. This year the conference was held under the auspices of the International Mathematical Center in Akademgorodok. ...
Added: July 10, 2025
Sokolov B., / Series OSF "SocArXiv". 2025.
This paper reviews various estimands used in modern scientific and applied research to operationalize causal inquiries within the Rubin Causal Model framework. I first introduce the most widely utilized average treatment effects, such as ATE, ATT, and ATC. I then describe their popular extensions, including those targeting local and conditional treatment effects; causal interactions and mediation; effects ...
Added: May 6, 2025
Springer, 2024.
Based on the “Sixth International Conference on Dynamics of Disasters” (Piraeus, Greece, July 2023), this volume includes contributions from experts who share their latest discoveries on disasters either caused by natural phenomena or human activities. Authors provide overviews of the tactical points involved in disaster relief, outlines of hurdles from mitigation and preparedness to response ...
Added: March 5, 2025
Ovanesova Y., Moshiashvili M. M., Типсина Н. О., / Series "Working Papers". 2021.
The purpose of this article is to analyze and evaluate the cultural characteristics of the digital ecosystem product teams leaders and operational efficiency. Using binary choice models (the main conclusions were made on the basis of logit regressions), has been found a significant negative relationship between the probability of achieving business goals by a team ...
Added: February 17, 2025
Mirkin B., Parinov A., Halynchyk M. et al., / Series WP7 "Математические методы анализа решений в экономике, бизнесе и политике". 2024.
Recently, k-means clustering has been extended to the so-called interval data. In contrast to conventional data case, the interval data feature values are intervals rather than single reals. This paper further explores the least-squares criterion for k-means clustering to tackle the issue of initialization, that is, finding a proper set of initial cluster centers at ...
Added: November 26, 2024
Cham: Springer, 2024.
This multi-volume set, LNAI 14941 to LNAI 14950, constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2024, held in Vilnius, Lithuania, in September 2024. ...
Added: November 22, 2024
Springer, 2024.
This volume contains the refereed proceedings of the 23rd International Conference on Mathematical Optimization Theory and Operations Research (MOTOR 2024)1 held from June 30 to July 06, 2024, in Omsk, Russia. The MOTOR conference joined several well-known conferences on mathematical programming, optimization, and operations research which had been held in the Urals, Siberia and the ...
Added: August 9, 2024
Shanghai: IEEE Computer Society, 2023.
The IEEE International Conference on Data Mining (ICDM) has established itself as the world’s premier research conference in data mining. It provides an international forum for presentation of original research results, as well as exchange and dissemination of innovative and practical development experiences. The conference covers all aspects of data mining, including algorithms, software, systems, ...
Added: March 20, 2024
D'yakonov A., Головина А. М., Прикладная математика и информатика 2023 Т. 61 № 74 С. 91–108
A methodology for finding patterns by solving machine learning problems with a teacher is described and applied to the analysis of national victimization survey data. Important features for machine learning models, interesting patterns and inconsistencies in the data are found. Experiments on estimating feature importance using different methods are described. ...
Added: March 18, 2024
Анташева М. С., Lobanova P., Isaeva J. K. et al., Социология: методология, методы, математическое моделирование 2023 № 57 С. 7–41
The information agenda broadcast by Chinese media resources is a source of up-to-date data on public opinion on key issues of social welfare. Due to the technical peculiarities of the organization of Chinese websites and the need to attract additional resources for automatic processing (parsing) of texts in Chinese, this topic is not widely represented in domestic and foreign studies. The ...
Added: November 9, 2023
Springer, 2023.
This book presents the state-of-the-art in the emerging field of data science and includes models for layered security with applications in the protection of sites—such as large gathering places—through high-stake decision-making tasks. Such tasks include cancer diagnostics, self-driving cars, and others where wrong decisions can possibly have catastrophic consequences. Additionally, this book provides readers with ...
Added: August 31, 2023
Springer, 2023.
This book constitutes the extended and revised versions of a set of selected papers from the 13th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management, IC3K 2021, on October 25–27, 2021. The conference was held virtually due to the COVID-19 crisis.
The 9 full papers included in this book were carefully reviewed and ...
Added: July 8, 2023
Золотухина М. А., Zykov S. V., Вестник Российского нового университета 2023 № 1 С. 20–28
Зачастую именно человеческий фактор ведет к распространению угроз на предприятиях. Если техническое устройство представляет собой четко работающий и слаженный механизм с возможностью при помощи диагностического оборудования проводить замеры параметров неисправностей и устранять их, то для исследования скрытых атак необходим новый компонент системы. Предприятия и промышленность в целом нуждаются в интеллектуальной системе защиты и обнаружения скрытых ...
Added: April 11, 2023
Springer, 2023.
This book constitutes the proceedings of Third International Conference on Information Systems and Design, ICID 2022, which took place in Tashkent, Uzbekistan, in September 2022.
The 12 papers presented in this volume were carefully reviewed and selected from 35 submissions. They were organized in topical sections as follows: methodological support of analysis and management tools: theoretical-focused ...
Added: March 31, 2023
Cham: Springer, 2023.
This book reports on cutting-edge theories and methods for analyzing complex systems, such as transportation and communication networks and discusses multi-disciplinary approaches to dependability problems encountered when dealing with complex systems in practice. The book presents the most relevant findings discussed at the 22nd International Multidisciplinary Conference on Reliability and Statistics in Transportation and Communication (RelStat), which ...
Added: March 30, 2023
Ignatov D. I., Khvorykh G., Khrunin A. et al., , in: Recent Trends in Analysis of Images, Social Networks and Texts. 9th International Conference, AIST 2020, Skolkovo, Moscow, Russia, October 15–16, 2020 Revised Supplementary ProceedingsVol. 12602.: Springer, 2021. P. 185–204.
© 2021, Springer Nature Switzerland AG.Missing genotypes can affect the efficacy of machine learning approaches to identify the risk genetic variants of common diseases and traits. The problem occurs when genotypic data are collected from different experiments with different DNA microarrays, each being characterised by its pattern of uncalled (missing) genotypes. This can prevent the ...
Added: November 1, 2022
Egurnov D., Точилкин Д. С., Ignatov D. I., , in: Complex Data Analytics with Formal Concept Analysis.: Springer, 2022. P. 239–258.
In this paper, we describe versions of triclustering algorithms adapted for efficient calculations in distributed environments with MapReduce model or parallelisation mechanism provided by modern programming languages. OAC-family of triclustering algorithms shows good parallelisation capabilities due to the independent processing of triples of a triadic formal context. We provide time and space complexity of the ...
Added: November 1, 2022
Muratova A., Ignatov D. I., Mitrofanova E., , in: Recent Trends in Analysis of Images, Social Networks and Texts. 9th International Conference, AIST 2020, Skolkovo, Moscow, Russia, October 15–16, 2020 Revised Supplementary ProceedingsVol. 12602.: Springer, 2021. P. 297–299.
This is the extended abstract of a case study on demographic sequences analysis by machine learning and data mining methods. ...
Added: November 1, 2022
Springer, 2022.
This book constitutes revised selected papers of the 10th International Conference on Analysis of Images, Social Networks and Texts, AIST 2021, held in Tbilisi, Georgia, in December 2021. Due to the COVID-19 pandemic the conference was held in hybrid mode.
The 17 full papers were carefully reviewed and selected from 118 submissions, out of which 92 ...
Added: October 31, 2022
Shadrina E. V., Вестник Нижегородского университета им. Н.И. Лобачевского. Серия: Социальные науки 2022 № 3(67) С. 229–236
The article discusses the influence of temperament on the academic performance of the first-year students at HSENizhny Novgorod on the example of the Faculty of Informatics, Mathematics and Computer Science. Analysis was held with the help of statistics methods and methods of data mining. The baseline data for the study is information about students, collected ...
Added: October 18, 2022
Springer, 2022.
This two-volume set LNAI 13355 and 13356 constitutes the refereed proceedings of the 23rd International Conference on Artificial Intelligence in Education, AIED 2022, held in Durham, UK, in July 2022.
The 40 full papers and 40 short papers presented together with 2 keynotes, 6 industry papers, 12 DC papers, 6 Workshop papers, 10 Practitioner papers, 97 ...
Added: July 28, 2022
Anton Markov, Zinaida Seleznyova, Victor Lapshin, Journal of Finance and Data Science 2022 Vol. 8 P. 180–201
Credit risk is the most significant risk by impact for any bank and financial institution.
Accurate credit risk assessment affects an organisation’s balance sheet and income
statement, since credit risk strategy determines pricing, and might even influence
seemingly unrelated domains, e.g. marketing, and decision-making. This article aims at
providing a systemic review of the most recent (2016–2021) articles, identifying ...
Added: July 28, 2022