AIMC Topic: Financial Management

Clear Filters Showing 21 to 30 of 32 articles

Cluster-Based Mutual Fund Classification and Price Prediction Using Machine Learning for Robo-Advisors.

Computational intelligence and neuroscience
The rise of FinTech has been meteoric in China. Investing in mutual funds through robo-advisor has become a new innovation in the wealth management industry. In recent years, machine learning, especially deep learning, has been widely used in the fin...

Construction of Financial Management Early Warning Model Based on Improved Ant Colony Neural Network.

Computational intelligence and neuroscience
With the advent of the era of economic globalization, the world capital market is also facing financial risks. It is necessary to have a corresponding financial management early warning model to reduce economic losses. This paper uses the combination...

Loan default prediction of Chinese P2P market: a machine learning methodology.

Scientific reports
Repayment failures of borrowers have greatly affected the sustainable development of the peer-to-peer (P2P) lending industry. The latest literature reveals that existing risk evaluation systems may ignore important signals and risk factors affecting ...

Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning.

Neural networks : the official journal of the International Neural Network Society
Deep Reinforcement Learning (RL) is increasingly used for developing financial trading agents for a wide range of tasks. However, optimizing deep RL agents is notoriously difficult and unstable, especially in noisy financial environments, significant...

A reservoir computing approach for forecasting and regenerating both dynamical and time-delay controlled financial system behavior.

PloS one
Significant research in reservoir computing over the past two decades has revived interest in recurrent neural networks. Owing to its ingrained capability of performing high-speed and low-cost computations this has become a panacea for multi-variate ...

Financial time series forecasting using twin support vector regression.

PloS one
Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction. This paper ...

Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend.

Computational intelligence and neuroscience
This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm (GA) for prediction of Thailand's SET50 index trend. ANN is a widely accepted machine learning method that uses past data to predict future trend, while GA is an...

Adaptive Fuzzy Control for Uncertain Fractional-Order Financial Chaotic Systems Subjected to Input Saturation.

PloS one
In this paper, control of uncertain fractional-order financial chaotic system with input saturation and external disturbance is investigated. The unknown part of the input saturation as well as the system's unknown nonlinear function is approximated ...

Application of a grey wolf optimization-enhanced convolutional neural network and bidirectional gated recurrent unit model for credit scoring prediction.

PloS one
With the digital transformation of the financial industry, credit score prediction, as a key component of risk management, faces increasingly complex challenges. Traditional credit scoring methods often have difficulty in fully capturing the characte...

Learning From Peers' Eye Movements in the Absence of Expert Guidance: A Proof of Concept Using Laboratory Stock Trading, Eye Tracking, and Machine Learning.

Cognitive science
Existing research shows that people can improve their decision skills by learning what experts paid attention to when faced with the same problem. However, in domains like financial education, effective instruction requires frequent, personalized fee...