Modeling Turning Points in Financial Markets with Soft Computing Techniques

DOI10.1007/978-3-642-13950-5_9zbMath1198.91232OpenAlexW118353945MaRDI QIDQ3055540

Andrea G. B. Tettamanzi, Antonia Azzini, Célia da Costa Pereira

Publication date: 8 November 2010

Published in: Natural Computing in Computational Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-13950-5_9

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Neural nets and related approaches to inference from stochastic processes (62M45) Inference from stochastic processes and fuzziness (62M86)

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• The concept of a linguistic variable and its application to approximate reasoning. II
• Evolutionary optimization.
• Natural computing in computational finance.
• Biologically inspired algorithms for financial modelling.
• Fuzzy-Evolutionary Modeling for Single-Position Day Trading
• Advances in the linguistic synthesis of fuzzy controllers
• Fuzzy sets

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