System Intelligence and Active Stock Trading

Steve Craighead and Bruce Klemesrud
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Steve Craighead: Nationwide Financial Services, One Nationwide Plaza, Columbus OH 43215, USA
Bruce Klemesrud: Nationwide Financial, PO Box 2399, Columbus OH 43216, USA

Chapter 16 in Intelligent and Other Computational Techniques in Insurance:Theory and Applications, 2003, pp 563-585 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionDetermination of the Asset UniverseImplementationModel DescriptionResultsConclusions and Further ResearchAcknowledgmentsAppendix A: Partitioning around Mediods (PAM)Appendix B: Filter/Smoother ModelReferences

Keywords: Insurance; Actuarial Science; Neural Networks; Fuzzy Systems; Computational Intelligence; Computational Techniques; Life and Health Insurance; Property and Casualty Insurance (search for similar items in EconPapers)
Date: 2003
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