Advances in Econometrics, Volume 19: Applications of Artificial Intelligence in Finance and Economics

Editors: Jane M. Binner (U Nottingham), Shu-Heng Chen (National Chengchi U)

DOI 10.1016/S0731-9053(2004)19 Series copyright holder: Emerald Publishing Limited ISBN 978-0-76231-150-7 eISBN 978-1-84950-303-7 Book series ISSN 0731-9053

• Introduction, Jane M. Binner, Graham Kendall, and Shu-Heng Chen.
• Statistical Analysis of Genetic Algorithms in Discovering Technical Trading Strategies, Chueh-Yung Tsao and Shu-Heng Chen.
• A Genetic Programming Approach to Model International Short-Term Capital Flow, Tina Yu, Shu-Heng Chen and Tzu-Wen Kuo.
• Tools for Non-Linear Time Series Forecasting in Economics - An Empirical Comparison of Regime Switching Vector Autoregressive Models and Recurrent Neural Networks, Jane M. Binner, Thomas Elger, Birger Nilsson and Jonathan A. Tepper.
• Using Non-Parametric Search Algorithms to Forecast Daily Excess Stock Returns, Nathan Lael Joseph, David S. Bree and Efstathios Kalyvas.
• Co-Evolving Neural Networks with Evolutionary Strategies: A New Application to Divisia Money, Jane M. Binner, Graham Kendall and Alicia Gazely.
• Forecasting the EMU Inflation Rate: Linear Econometric vs. Non-Linear Computational Models Using Genetic Neural Fuzzy Systems, Stefan Kooths, Timo Mitze and Eric Ringhut.
• Finding or Not Finding Rules in Time Series, Jessica Lin and Eamonn Keogh.
• A Comparison of VAR and Neural Networks with Genetic Algorithm in Forecasting Price of Oil, Sam Mirmirani and Hsi Cheng Li.
• Searching for Divisa/Inflation Relationships with the Aggregate Feedforward Neural Network, Vincent A. Schmidt and Jane M. Binner.
• Predicting Housing Value: Genetic Algorithm Attribute Selection and Dependence Modelling Utilising the Gamma Test, Ian D. Wilson, Antonia J. Jones, David H. Jenkins, and J.A. Ware.