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[[FrontPage]] #contents * 関連論文の分類 [#ke3068aa] [[電気学会02]]を参考にした。 + 取引技術 ++ 金融リスク管理: 信用リスク、市場リスクなどの計量化および管理 ++ [[資産運用計画]]: 収益を最大化、あるいはリスクを最小化する最適ポートフォリオの決定 ++ [[取引の自動化]]: アルゴリズムトレードなどの取引の高速化・自動化技術 + 予測技術 ++ [[金融時系列解析]]: 数値的な市場データの回帰分析やモデル化 ++ [[テキスト分析]]: テキストデータによるニュースのインパクト分析や動向分析 + 市場シミュレーション ++ [[市場現象の解明]]: バブルなどの市場現象を分析・理解する ++ [[市場制度の設計]]: 市場の安定化や効率化のための制度を決定する ++ [[経済理論の検証]]: 効率的市場仮説などの既存の金融市場理論を検証する ++ 教育・訓練: 投資教育や取引技術の訓練を支援する + 金融商品設計: デリバティブを中心とする金融商品の開発を支援する技術 そのほかにも人工知能ではないが、情報技術に関係するものとして下記がある。 + 金融グリッド + 金融システム + 金融データベース * 包括的な文献 [#e5059d24] ファイナンスにおける人工知能応用に関連する分野を包括的に説明・紹介している書籍や論文 + ジャーナル -- [[Computational Economics:http://www.springerlink.com/content/100248/]] -- [[Journal of Computational Finance:http://www.thejournalofcomputationalfinance.com/]] -- [[Intelligent Systems in Accounting, Finance & Management:http://www3.interscience.wiley.com/journal/5697/home]] -- [[Journal of Applied Econometrics:http://jae.wiley.com/]] -- [[Journal of Economic Dynamics and Control:http://www.jedc.com/]] -- [[Journal of Forecasting:http://www3.interscience.wiley.com/journal/2966/home]] -- Journal of Computational Intelligence in Finance + 国際会議プロシーディングス ++ CIEF: International Conference on Computational Intelligence in Economics and Finance ([[2008:http://www.aiecon.org/wehia/cief/cfp.htm]])([[2007:http://www.jcis.org/track/cief/callforpaper.asp]])([[2006:http://www.jcis.org/jcis2006/page/subconference/cief/cief.html]]) --- [[Computational Intelligence in Economics and Finance, Volume II 07:http://www.springer.com/computer/artificial/book/978-3-540-72820-7]] ([[Amazon.com:http://www.amazon.com/Computational-Intelligence-Economics-Finance-II/dp/3540728201]])([[Amazon.co.jp:http://www.amazon.co.jp/Computational-Intelligence-Economics-Finance-Shu-Heng/dp/3540728201]]) --- [[Computational Intelligence in Economics and Finance 04:http://www.springer.com/computer/artificial/book/978-3-540-44098-7]] ([[Amazon.com:http://www.amazon.com/Computational-Intelligence-Economics-Information-Processing/dp/3540440984]])([[Amazon.co.jp:http://www.amazon.co.jp/gp/product/3540440984]]) ++ Computational Finance ([[2008:http://www.wessex.ac.uk/conferences/2008/finance08/index.html]])([[2006:http://www.wessex.ac.uk/conferences/2006/finance06/index.html]]) --- [[Computational Finance and its Applications III 08:http://www.witpress.com/acatalog/9781845641115.html]] ([[Amazon.com:http://www.amazon.com/Computational-Applications-Transactions-Communication-Technologies/dp/1845641116]])([[Amazon.co.jp:http://www.amazon.co.jp/Computational-Applications-Transactions-Communication-Technologies/dp/1845641116]]) --- [[Computational Finance and its Applications II 06:http://www.witpress.com/acatalog/1845641744.html]] ([[Amazon.com:http://www.amazon.com/Computational-Finance-Its-Applications-II/dp/1845641744]])([[Amazon.co.jp:http://www.amazon.co.jp/Computational-Applications-Transactions-Modelling-Simulation/dp/1845641744]]) --- [[Computational Finance and its Applications 04:http://www.witpress.com/acatalog/7094.html]] ([[Amazon.com:http://www.amazon.com/Computational-Finance-Applications-Institute-Technology/dp/1853127094]])([[Amazon.co.jp:http://www.amazon.co.jp/Computational-Finance-Applications-Institute-Technology/dp/1853127094]]) + 書籍 -- [[Natural Computing in Computational Finance 08:http://www.springer.com/engineering/book/978-3-540-77476-1]] ([[Amazon.com:http://www.amazon.com/Natural-Computing-Computational-Finance-Intelligence/dp/3540774769/ref=sr_1_1?ie=UTF8&s=books&qid=1213916806&sr=8-1]])([[Amazon.co.jp:http://www.amazon.co.jp/Natural-Computing-Computational-Finance-Intelligence/dp/3540774769/ref=sr_1_1?ie=UTF8&s=english-books&qid=1213916768&sr=8-1]]) -- [[Tools for Computational Finance, 3rd Ed. 06:http://www.springer.com/math/quantitative+finance/book/978-3-540-27923-5]] ([[Amazon.com:http://www.amazon.com/Computational-Finance-Universitext-Rüdiger-Seydel/dp/3540279237/]])([[2nd Ed., Google ブック検索:http://books.google.com/books?id=77ZghKlSu28C&hl=ja]]) -- [[Biologically Inspired Algorithms for Financial Modelling 06:http://www.springer.com/computer/foundations/book/978-3-540-26252-7]] ([[Amazon.com:http://www.amazon.com/Biologically-Algorithms-Financial-Modelling-Computing/dp/3540262520]])([[Amazon.co.jp:http://www.amazon.co.jp/Biologically-Algorithms-Financial-Modelling-Computing/dp/3540262520]]) -- Applications of Artificial Intelligence in Finance and Economics 05 ([[Amazon.com:http://www.amazon.com/Applications-Artificial-Intelligence-Economics-Econometrics/dp/0762311509]])([[Google ブック検索:http://books.google.co.jp/books?id=nL6ghelwJOgC]]) -- [[Computational Economics: A Perspective from Computational Intelligence 05:http://www.igi-global.com/books/details.asp?id=5365]] ([[Amazon.com:http://www.amazon.com/Computational-Economics-Perspective-Intelligence-Applications/dp/1591406498]])([[Amazon.co.jp:http://www.amazon.co.jp/Computational-Economics-Perspective-Intelligence-Applications/dp/1591406498]])([[Google ブック検索:http://books.google.com/books?id=s2utur80JWoC&hl=ja]]) -- Computational Finance: Numerical Methods for Pricing Financial Instruments 04 ([[Amazon.com:http://www.amazon.com/Computational-Finance-Numerical-Instruments-Quantitative/dp/0750657227/]])([[Google ブック検索:http://books.google.com/books?id=VLi61POD61IC&hl=ja]]) -- [[Applied Computational Economics and Finance 02:http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=9088]] ([[Amazon.com:http://www.amazon.com/Applied-Computational-Economics-Finance-Miranda/dp/0262134209]])([[著者によるサポート・ページ:http://www4.ncsu.edu/~pfackler/compecon/]])([[Google ブック検索:http://books.google.com/books?id=KUYPome1SxwC&hl=ja]]) -- [[Genetic Algorithms and Genetic Programming in Computational Finance 02:http://www.springer.com/economics/economic+theory/book/978-0-7923-7601-9]] ([[Amazon.com:http://www.amazon.com/Genetic-Algorithms-Programming-Computational-Finance/dp/0792376013]])([[Google ブック検索:http://books.google.com/books?id=U7MuQQS-XNsC&hl=ja]]) -- [[Evolutionary Computation in Economics and Finance 02:http://www.springer.com/computer/artificial/book/978-3-7908-1476-7]] ([[Amazon.com:http://www.amazon.com/Evolutionary-Computation-Economics-Finance-Shu-Heng/dp/3790814768]])([[Google ブック検索:http://books.google.com/books?id=VhgM33yDFoQC&hl=ja]]) -- Computational Methods in Decision-Making, Economics and Finance 02 ([[Amazon.com:http://www.amazon.com/Computational-Methods-Decision-Making-Economics-Optimization/dp/1402008392/]])([[Google ブック検索:http://books.google.com/books?id=YC-noNAEPT0C&hl=ja]]) -- Computational Finance: A Scientific Perspective 01 ([[Amazon.com:http://www.amazon.com/Computational-Finance-Cornelis-Albertus-Los/dp/9810244967]])([[Google ブック検索:http://books.google.com/books?id=mkSryJa44vYC&hl=ja]]) -- Adaptive Learning By Genetic Algorithms: Analytical Results and Applications to Economic Models, 2nd Ed. 99 ([[Amazon.com:http://www.amazon.com/Adaptive-Learning-Genetic-Algorithms-Applications/dp/3540656073/]])([[Google ブック検索:http://books.google.com/books?id=F4tdqlzf7tcC&hl=ja]]) -- [[Handbook of Computational Economics, Volume 2: Agent-based Computational Economics 96:http://www.econ.iastate.edu/tesfatsi/hbace.htm]] ([[Amazon.com:http://www.amazon.com/Handbook-Computational-Economics-H-M-Amman/dp/0444898573]])([[Amazon.co.jp:http://www.amazon.co.jp/Handbook-Computational-Economics-Agent-based-Handbooks/dp/0444512535]])([[Google ブック検索:http://books.google.com/books?id=6ITfRkNmKQcC&hl=ja]]) + サーベイ論文 -- Pedro Isasi, David Quintana, Yago Saez, Asuncion Mochon: [[Applied Computational Intelligence for Finance and Economics.:http://www3.interscience.wiley.com/journal/118495233/abstract]] Computational Intelligence, Vol. 23, No. 2, pp. 111-116 (2007). -- Shu-Heng Chen: [[Editorial: Computationally intelligent agents in economics and finance.:http://dx.doi.org/10.1016/j.ins.2006.08.001]] Information Sciences, Vol. 177, No. 5, pp. 1153-1168 (2007). -- Shu-Heng Chen: Preface: Computational Intelligence in Economics and Finance. [[New Mathematics and Natural Computation (NMNC):http://www.worldscinet.com/nmnc/nmnc.shtml]], Vol. 2, No. 3, pp. 255-260 (2006). -- Shu-Heng Chen, Paul Wang: [[Guest Editorial: Special issue on computational intelligence in economics and finance.:http://dx.doi.org/10.1016/j.ins.2003.03.022]] Information Sciences, Vol. 170, No. 1, pp. 1-2 (2005). -- M. Hugh and A.W. Lo: [[Challenges in Financial Computing.:http://web.mit.edu/alo/www/Papers/haugh2.html]] Computing in Science & Engineering, Vol. 3, 54-59 (2001). -- Blake LeBaron: [[Agent-based computational finance: Suggested readings and early research.:http://dx.doi.org/10.1016/S0165-1889(99)00022-6]] Journal of Economic Dynamics and Control, Vol. 24, No. 5-7, pp. 679-702 (2000). -- Craig Boutilier, Yoav Shoham, Michael P. Wellman: [[Editorial: Economic principles of multi-agent systems.:http://dx.doi.org/10.1016/S0004-3702(97)00029-5]] Artificial Intelligence, Vol. 94, No. 1-2, pp. 1-6 (1997). + 特集 -- Chen Shu-Heng (Ed.): [[Special Issue: The 3rd International Workshop on Computational Intelligence in Economics and Finance (CIEF 2003).:http://www.sciencedirect.com/science/journal/00200255]] Information Sciences, Vol. 177, No. 5 (March 2007). -- Shu-Heng Chen, Paul P. Wang (Eds.): [[Special Issue: Computational Intelligence in Economics and Finance.:http://www.sciencedirect.com/science/journal/00200255]] Information Sciences, Vol. 170, No. 1 (February 2005). -- [[Special Issue: AI in Accounting.:http://www3.interscience.wiley.com/journal/75502546/issue]] International Journal of Intelligent Systems in Accounting, Finance & Management, Vol. 9, No. 3 (September 2000). -- Apostolos-Paul Refenes, Halbert White (Eds.): [[Special Issue: Neural Networks and Financial Economics.:http://www3.interscience.wiley.com/journal/2977/issue]] Journal of Forecasting, Vol. 17, No. 5-6 (September-November 1998). -- Craig Boutilier, Yoav Shoham, Michael P. Wellman (Eds.): [[Special Issue: Economic Principles of Multi-Agent Systems.:http://www.sciencedirect.com/science/journal/00043702]] Artificial Intelligence , Vol. 94, No. 1-2 (July 1997).
