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Description
  • This paper presents a neural network approach to solve various financial problems. Especially the possibility of SOM´s (Self-Organizing Maps) financial applications is shown. First the fundamentals of the SOM are described. T.Kohonen discovered this approach in 1982 and it can be used for searching for patterns in data sets and producing visual displays or maps of the similarities and dissimilarities in the data. This attribute of SOM is called clustering. The results from SOM are often improved if it is used in conjunction with traditional statistical techniques or if it is combined with more sophisticated modern techniques such as genetic algorithms or fuzzy logic and modeling. The goal of this paper is to show some practical financial and economic applications and presents the results from these applications.
  • This paper presents a neural network approach to solve various financial problems. Especially the possibility of SOM´s (Self-Organizing Maps) financial applications is shown. First the fundamentals of the SOM are described. T.Kohonen discovered this approach in 1982 and it can be used for searching for patterns in data sets and producing visual displays or maps of the similarities and dissimilarities in the data. This attribute of SOM is called clustering. The results from SOM are often improved if it is used in conjunction with traditional statistical techniques or if it is combined with more sophisticated modern techniques such as genetic algorithms or fuzzy logic and modeling. The goal of this paper is to show some practical financial and economic applications and presents the results from these applications. (en)
  • Simulační metody, někdy označované jako metody Monte-Carlo, představují vedle analytických metod alternativní metody oceňování opcí. Metoda Monte-Carlo (dále MC) byla poprvé použita Stanislawem Ulamem na sklonku 2.světové (1946) války, při řešení tzv. Manhattenského problému, pracovní skupinou vedenou matematikem Von Neumannem. Při řešení finančních problémů (problematika ocenění finančních opcí) byla metoda MC poprvé užita v roce 1977 v díle Boyle (1977). Tento příspěvek je věnován ocenění plain-vanilla Evropské call opce pomocí metody Monte-Carlo a Quasi-Monte-Carlo. Rovněž je provedeno ocenění plain-vanilla Evropské call opce pomocí metod redukce rozptylu s použitím metody protikladné proměnné (antithetic variates). (cs)
Title
  • Self-Organizing Maps: Review of Selected Financial and Economic Applications
  • Self-Organizing Maps: Review of Selected Financial and Economic Applications (en)
  • Neuronová síť typu SOM: Přehled finančních a ekonomických aplikací (cs)
skos:prefLabel
  • Self-Organizing Maps: Review of Selected Financial and Economic Applications
  • Self-Organizing Maps: Review of Selected Financial and Economic Applications (en)
  • Neuronová síť typu SOM: Přehled finančních a ekonomických aplikací (cs)
skos:notation
  • RIV/61989100:27510/04:00010356!RIV/2005/MSM/275105/N
http://linked.open.../vavai/riv/strany
  • 108-117
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM 275100015)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 585781
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/04:00010356
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Self-Organizing Maps (SOM);Finance;Clustering;Rating;World benchmark;Financial analysis;Portfolio analysis;SOM_PAK. (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [D57331ACF115]
http://linked.open...i/riv/nazevZdroje
  • ECON 04
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 11
http://linked.open...iv/tvurceVysledku
  • Gregor, Leoš
http://linked.open...n/vavai/riv/zamer
issn
  • 0862-7908
number of pages
http://localhost/t...ganizacniJednotka
  • 27510
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