In this paper we propose a financial trading system whose trading strategy is developed by means of an artificial neural network approach based on a learning algorithm of recurrent reinforcement type. In general terms, this kind of approach consists: first, in directly specifying a trading...

In this paper we propose a deterministic methodology for creditworthiness evaluation based on the Multi-Criteria Decision Analysis (MCDA) method known as MUlticriteria RAnking MEthod (MURAME). This approach allows to rank the firms according to their credit risk characteristics and to sort them...

The construction of automatic Financial Trading Systems (FTSs) is a subject of research of high interest for both academic environment and financial one due to the potential promises by self-learning methodologies and by the increasing power of actual computers. In this paper we consider...

Cover -- Occhiello -- Dedica -- Indice -- Prefazione -- Capitolo 1 - Rendite -- Capitolo 2 - Ammortamenti -- Capitolo 3 - Prestiti obbligazionari -- Capitolo 4 - Scelte fra progetti alternativi certi -- Bibliografia -- Finito di stampare

"Why did we write this book? We wanted to help financial experts and investors to understand the state-of-the-art of artificial intelligence and machine learning in finance. And so, what is artificial intelligence? The foundations of artificial intelligence lie in the human desire to automate....

Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which...