Title :
An intelligent approach to financial valuation
Author_Institution :
GE Corp. Res. & Dev., Schenectady, NY, USA
Abstract :
This paper describes a new approach to modeling financial uncertainty that unifies cash flow, decision tree, and heuristic methods. This approach facilitates the application of both traditional and AI-based methods to the valuation analysis, and design of complex contingent financial claims, such as those found in many innovative financial instruments. Furthermore, this approach is particularly designed to exploit advances in object-oriented and parallel processing technologies, enhancing its appeal as the foundation for financial engineering software
Keywords :
artificial intelligence; financial data processing; object-oriented methods; parallel processing; tree data structures; uncertainty handling; artificial intelligence; cash flow; decision tree; financial engineering software; financial uncertainty modeling; heuristic methods; object-oriented methods; parallel processing; Appropriate technology; Cost accounting; Decision trees; Design automation; Design engineering; Instruments; Object oriented modeling; Parallel processing; Security; Timing;
Conference_Titel :
Artificial Intelligence Applications on Wall Street, 1991. Proceedings., First International Conference on
Conference_Location :
New York, NY
Print_ISBN :
0-8186-2240-7
DOI :
10.1109/AIAWS.1991.236597