Ordinary Shares, Exotic Methods:Financial Forecasting Using Data Mining Techniques

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao
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Francis Eng-Hock Tay: National University of Singapore
Lixiang Shen: National University of Singapore
Lijuan Cao: Institute of High Performance Computing, Singapore

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Exotic methods refer to specific functions within general soft computing methods such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment.

Date: 2003
ISBN: 9789812380753
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Citations: View citations in EconPapers (2)

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Chapters in this book:

Ch 1 Financial Forecasting Problem and Data Mining Techniques , pp 1-4

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 2 Genetic Algorithms and Genetic Niching , pp 5-23

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 3 Portfolio Selection and Optimization Using Genetic Operators , pp 25-40

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 4 The Rough Sets Theory Basics and Its Applications in Economic and Financial Forecasting , pp 41-58

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 5 Time Series Forecasting using Rough Sets Theory , pp 59-88

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 6 A Review of Support Vector Machines in Regression Estimation , pp 89-110

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 7 Application of Support Vector Machines in Financial Time Series Forecasting , pp 111-129

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

Ch 8 Other Methods and Their Applications , pp 131-153

Francis Eng-Hock Tay, Lixiang Shen and Lijuan Cao

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