English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 91913/122132 (75%)
Visitors : 25761832      Online Users : 319
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/79350

    Title: Financial Applications: Stock Markets
    Authors: Chen, Shu-Heng
    Contributors: 經濟學系
    Keywords: agent-based financial markets;computational intelligence;financial engineering;financial agent engineering;financial econometrics;behavioral finance;social simulation;complex systems;emergent properties;adaptation
    Date: 2009-03
    Issue Date: 2015-11-05 18:28:46 (UTC+8)
    Abstract: The integration of computer science, computer technology, and finance has given rise to the field known as computational finance. Depending on its involvement in economic theory and its contribution to economic theory, computational finance can be divided into financial engineering and agent-based computational finance. Financial engineering can be defined as the application of computational tools or algorithms to tackle some already existing financial optimization problems, such as forecasting, investment, portfolios, trading, and pricing. These applications usually do not challenge the fundamental principles (assumptions or axioms) from which the optimization problems are derived. They simply take advantage of the increasing computational power to address great technical difficulties inherent in financial optimization, such as nonlinearities and high dimensionality. Compared to financial engineering, agent-based computational finance has a more general goal. It questions the foundations up on which mainstream economics and finance are built, and it reexamines some missing elements, which were absent mainly due to the limited computational resources. Then, by bringing back these elements, agent-based computational finance attempts to provide us with a better understanding of the financial market dynamics.
    Relation: Wiley Encyclopedia of Computer Science and Engineering,1227–1244.
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1002/9780470050118.ecse158
    DOI: 10.1002/9780470050118.ecse158
    Appears in Collections:[經濟學系] 期刊論文

    Files in This Item:

    File Description SizeFormat

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback