| 書目名稱 | Computing Intelligence in Capital Market | | 編輯 | Asef Yelghi,Aref Yelghi,Shirmohammad Tavangari | | 視頻video | http://file.papertrans.cn/235/234731/234731.mp4 | | 概述 | Provides practical examples, comparisons, and experimental results.Presents recent research on Computational Intelligence in the Capital Market.Explains the algorithm used, the selected problem, and i | | 叢書名稱 | Studies in Computational Intelligence | | 圖書封面 |  | | 描述 | .The book is divided into sections according to the content of the chapters. The first section covers AI concepts with NP and financial issues. The second section covers AI techniques in relation to Fintech issues. The remaining sections are implementation and analysis. As science and technology development and algorithms are widely used in various fields, their influence and development have increased efficiency and productivity. The introduction of algorithms in the financial field has not been an exception to this. In recent years, the growth and development of the financial system have been in sync with the growth of technology. Fintechs were born at the intersection of these two sectors. What happens through the application of computer knowledge in the financial field, or the examination of the efficiency and effectiveness of their use and the interaction and combination of these two fields has been written very infrequently in the majority of books. In Fintech, there are problems that researchers focus on such as customer support, portfolio management, trading algorithms, fraud detection, credit risk assessment, insurance, and wealth management. The mentioned problems are com | | 出版日期 | Book 2024 | | 關(guān)鍵詞 | Computational Intelligence; Financial Markets; Fintech, Risk Management; Financial Services; Werth Manag | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-031-57708-6 | | isbn_softcover | 978-3-031-57710-9 | | isbn_ebook | 978-3-031-57708-6Series ISSN 1860-949X Series E-ISSN 1860-9503 | | issn_series | 1860-949X | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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