Computational Data Analysis Techniques in Economics and Finance

$205.00

Michael Doumpos (Editor)

Constantin Zopounidis (Editor)
Technical University of Crete, Dept. of Production Engineering and Management, Greece

Chrysovalantis Gaganis (Editor)

Series: Studies in Financial Optimization and Risk Management
BISAC: BUS083000

The vast volume of financial data that exists and the globalization of financial markets create new challenges for researchers and practitioners in economics and finance. Computational data analysis techniques can contribute significantly within this context, by providing a rigorous analytic framework for decision-making and support, in areas such as financial times series analysis and forecasting, risk assessment, trading, asset management, and pricing.

The aim of this edited volume is to present, in a unified context, some recent advances in the field, covering the theory, the methodologies, and the applications of computational data analysis methods in economics and finance. The volume consists of papers published in the fifth volume of the Journal of Computational Optimization in Economics and Finance (published by Nova Science Publishers). The contents of this volume cover a wide range of topics, including among others stock market applications, corporate finance, corporate performance, as well as macroeconomic issues. (Imprint: Nova)

Table of Contents

Table of Contents

Preface

Chapter 1 – Optimum Currency Areas within the US and Canada: A Data Analysis Approach (pp. 1-10)
Efthimia Chrysanthidou, Periklis Gogas and Theophilos Papadimitriou

Chapter 2 – Directional Forecasting in Financial Time Series Using Support Vector Machines: The USD/EURO Exchange Rate (pp. 11-26)
V. Plakandaras, T. Papadimitriou and P. Gogas

Chapter 3 – Inflation Forecasting in Greece Using a Neuro-Fuzzy System (pp. 27-44)
George Atsalakis and Ioanna Atsalaki

Chapter 4 – The Value of IPRs and Competitiveness Regarding FDI: Linear and Non-Linear Analysis (pp. 45-70)
Georgios I. Zekos

Chapter 5 – The Modelling of Maintenance Cost: The Case of Container-Ships in Dry-Dock (pp. 71-84)
Apostolidis Agamemnon, Merikas Andreas and Merika Anna

Chapter 6 – Discounted Cash Flows through Expertons in Business Valuation Process (pp. 85-94)
Anna M. Gil-Lafuente and C. Castillo-López

Chapter 7 – Leverage Premium in a Southern European Frame (pp. 95-120)
Panayiotis G. Artikis and Georgia Nifora

Chapter 8 – Determining Factors in Decision to Invest in the Stock Market for a Small Investor: Application Forgotten Effects Theory (pp. 121-132)
Abdelhamid Hammi and Anna M. Gil-Lafuente

Chapter 9 – Portfolio Diversification: Principal Component Analysis and Pichat Algorithm, for the Contemporary Economic Situation (pp. 133-142)
Xavier Colominas Garcia and Juan G. Rusinque Campos

Chapter 10 – A Comparative Empirical Study for the Different Approaches of the Operational Leases Capitalization (pp. 143-162)
D. Henraat, G. Georgakopoulos, P. Kalantonis and M. Rodosthenous

Chapter 11 – Characterization and Grouping of the Colombia Regions for Development of Clusters: An Application of the Pichat Algorithm (pp. 163-172)
Fabio R. Blanco Mesa and Anna M. Gil-Lafuente

Chapter 12 – Algorithms for the Evaluation and Selection of Adaptation Strategies to Climate Change (pp. 172-184)
Anna M. Gil-Lafuente and Jaime Alexander López Guauque

Chapter 13 – Innovation and Manufacturing Exports: The Case of Greek Firms (pp. 185-198)
Christos Lemonakis, Vassakis Konstantinos and Fotini Voulgaris

Chapter 14 – Analysis of the Entrepreneurial Conditions with the Use of the Theory of Forgotten Effects (pp. 199-214)
Ana Maria Gil–Lafuente, Anna Klimova and Sefa Boria Reverter

Chapter 15 – The Efficiency of Greek Construction Companies: A DEA and DEA-Probabilistic Neural Network Approach (pp. 215-230)
Eirini Lazaridou, Efstratios Livanis and Ioannis Lazaridis

Chapter 16 – New Practical Tools for Minimizing Human Error in Research into Forgotten Effects (pp. 231-248)
Salvador Linares Mustarós, Elvira Cassú Serra, Anna M. Gil-Lafuente and Joan C. Ferrer Comalat

Index

Publish with Nova Science Publishers

We publish over 800 titles annually by leading researchers from around the world. Submit a Book Proposal Now!