Intelligent Systems in Accounting, Finance and Management最新文献_第10页

TSFDC: A trading strategy based on forecasting directional change TSFDC:一种基于预测方向变化的交易策略

Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-05-02 DOI: 10.1002/isaf.1425

Amer M. Bakhach, Edward P.K. Tsang, V.L. Raju Chinthalapati

引用次数: 15

Evolution of multivariate copulas in continuous and discrete processes 连续和离散过程中多元copula的演化

Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1420

Yasukazu Yoshizawa, Naoyuki Ishimura

引用次数: 1

Toward an ontology-driven blockchain design for supply-chain provenance 面向供应链来源的本体驱动的区块链设计

Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1424

Henry M. Kim, Marek Laskowski

{"title":"Toward an ontology-driven blockchain design for supply-chain provenance","authors":"Henry M. Kim, Marek Laskowski","doi":"10.1002/isaf.1424","DOIUrl":"https://doi.org/10.1002/isaf.1424","url":null,"abstract":"<div>\u0000 \u0000 <p>An interesting research problem in our age of Big Data is that of determining provenance. Granular evaluation of provenance of physical goods (e.g., tracking ingredients of a pharmaceutical or demonstrating authenticity of luxury goods) has often not been possible with today's items that are produced and transported in complex, interorganizational, often internationally spanning supply chains. Recent adoptions of the Internet of Things and blockchain technologies give promise at better supply-chain provenance. We are particularly interested in the blockchain, as many favored use cases of blockchain are for provenance tracking. We are also interested in applying ontologies, as there has been some work done on knowledge provenance, traceability, and food provenance using ontologies. In this paper, we make a case for why ontologies can contribute to blockchain design. To support this case, we analyze a traceability ontology and translate some of its representations to smart contracts that execute a provenance trace and enforce traceability constraints on the Ethereum blockchain platform.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"18-27"},"PeriodicalIF":0.0,"publicationDate":"2018-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1424","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"137716592","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 557

Decision analytics mobilized with digital coaching 数字化指导下的决策分析

Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-03-28 DOI: 10.1002/isaf.1421

Christer Carlsson

{"title":"Decision analytics mobilized with digital coaching","authors":"Christer Carlsson","doi":"10.1002/isaf.1421","DOIUrl":"10.1002/isaf.1421","url":null,"abstract":"<div>\u0000 \u0000 <p>The context to be addressed is the digitalization of industry and industrial processes. Digitalization brings enhanced customer relationships and value-chain integration, which are effective instruments to meet increasing competition and slimmer margins for productivity and profitability. Digitalization also brings more pronounced requirements for effective planning, problem solving and decision making in an increasingly complex and fast-changing environment. Decision analytics will meet the challenges from the growing global competition that major industrial corporations face and will help solve the problems of big data/fast data that digitalization is generating as a by-product. A mantra is appearing in business magazines – that powerful, intelligent systems will be effective tools for the digitalization of industrial processes – but much less attention appears to be paid to the fact that users need advanced knowledge and skills to benefit from the intelligent systems. First, an effective transfer of knowledge from developers, experts and researchers to users (including management) will be needed; second, the daily use and operations of the systems need to be supported, as automated, intelligent industrial systems are complex to operate. We look at this transfer as knowledge mobilization and will work out how the mobilization can be supported with coaching; this coaching needs to be digital, as human coaches are both scarce and too expensive to employ in large numbers.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"25 1","pages":"3-17"},"PeriodicalIF":0.0,"publicationDate":"2018-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1421","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116692391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 17

How fast to run in the Red Queen race? 在红皇后赛跑中要跑多快?

Intelligent Systems in Accounting, Finance and Management Pub Date : 2018-01-24 DOI: 10.1002/isaf.1419

Matthew Oldham

引用次数: 1

Multi-agent technologies in economics 经济学中的多主体技术

Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-09-27 DOI: 10.1002/isaf.1415

Javier Bajo, Philippe Mathieu, María José Escalona

引用次数: 5

Time series forecasting using evolutionary neural nets implemented in a volunteer computing system 在志愿者计算系统中实现的进化神经网络时间序列预测

Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-08-08 DOI: 10.1002/isaf.1409

V.M. Rivas, E. Parras-Gutiérrez, J.J. Merelo, M.G. Arenas, P. García-Fernández

引用次数: 8

Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets 是时候放慢高频交易了?人工市场的教训

Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-08-07 DOI: 10.1002/isaf.1407

Iryna Veryzhenko, Lise Arena, Etienne Harb, Nathalie Oriol

引用次数: 6

A web-based multi-agent decision support system for a city-oriented management of cruise arrivals 基于网络的多智能体决策支持系统，用于城市导向的邮轮抵港管理

Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-07-19 DOI: 10.1002/isaf.1406

Claudia Di Napoli, Pol Mateu Santamaria, Silvia Rossi

{"title":"A web-based multi-agent decision support system for a city-oriented management of cruise arrivals","authors":"Claudia Di Napoli, Pol Mateu Santamaria, Silvia Rossi","doi":"10.1002/isaf.1406","DOIUrl":"10.1002/isaf.1406","url":null,"abstract":"<div>\u0000 \u0000 <p>Cruise tourism represents a strategic sector for the economic growth of several countries, impacting on different direct and indirect markets. The arrival of cruises in a city represents an unmissable opportunity to increment its tourist market penetration. Nevertheless, the management of an unforeseen number of passengers that need to visit a city in a short time may also have a negative impact, so reducing the expected benefits. This is mainly due to the difficulty of taking the right decisions when organizing the dispatching of passengers in different city areas since these decisions depend on several conditions that can also dynamically occur, and may have an impact on different city sectors. Here, a decision support system is proposed to help involved stakeholders to make decisions to plan passengers' transportation in the city and also to evaluate the consequences for the city if the plans are really implemented. The system is designed according to the multi-agent paradigm, so allowing one to easily manage the necessary coordination among different entities and data sources that are usually distributed and need to cooperate to provide useful suggestions. In addition, a prototype of a web-based application is provided to end users, so that it can run on heterogeneous platforms, and it can be easily accessed by different users from different devices, as it is the case for the considered application domain.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"62-72"},"PeriodicalIF":0.0,"publicationDate":"2017-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1406","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127070300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 9

Technological bias at the exchange rate market 汇率市场的技术偏见

Intelligent Systems in Accounting, Finance and Management Pub Date : 2017-07-17 DOI: 10.1002/isaf.1408

Svitlana Galeshchuk

{"title":"Technological bias at the exchange rate market","authors":"Svitlana Galeshchuk","doi":"10.1002/isaf.1408","DOIUrl":"10.1002/isaf.1408","url":null,"abstract":"<div>\u0000 \u0000 <p>Prediction of exchange rates has been a topic for debate in economic literature since the late 1980s. The recent development of machine learning techniques has spurred a plethora of studies that further improves the prediction models for currency markets. This high-tech progress may create challenges for market efficiency along with information asymmetry and irrationality of decision-making. This technological bias emerges from the fact that recent innovative approaches have been used to solve trading tasks and to find the best trading strategies. This paper demonstrates that traders can leverage technological bias for financial market forecasting. Those traders who adapt faster to the changes in market innovations will get excess returns. To support this hypothesis we compare the performance of deep learning methods, shallow neural networks with baseline prediction methods and a random walk model using daily closing rate between three currency pairs: Euro and US Dollar (EUR/USD), British Pound and US Dollar (GBP/USD), and US Dollar and Japanese Yen (USD/JPY). The results demonstrate that deep learning achieves higher accuracy than alternate methods. The shallow neural network outperforms the random walk model, but cannot surpass ARIMA accuracy significantly. The paper discusses possible outcomes of the technological shift for financial market development and accounting conforming also to adaptive market hypothesis.</p>\u0000 </div>","PeriodicalId":53473,"journal":{"name":"Intelligent Systems in Accounting, Finance and Management","volume":"24 2-3","pages":"80-86"},"PeriodicalIF":0.0,"publicationDate":"2017-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/isaf.1408","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117263156","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 9