Information Fusion Applied to Selected Financial Problem Domains

Technical financial analysis is an ideal domain for the development of data fusion techniques. There exists a wide base of diverse application requirements such as: the analysis of consumer credit, financial economics, options pricing, portfolio analysis, yield curves, risk management, strategic investment and trading models. Across this broad spectrum is a technical drive to incorporate methods of extracting information from data. Financial analysis invariably has to contend with multiple sources of data (news reports, company accounts, market data, mulitvariate time series), on different time scales (quarterly government indicators vs foreign exchange tick data) and with differing levels of accuracy from the qualitative to the quantitative. Hence it is an ideal medium for the development of pattern recognition and information fusion methods.