Neural Networks In The Capital Markets
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Author |
: Apostolos-Paul Refenes |
Publisher |
: Wiley |
Total Pages |
: 392 |
Release |
: 1995-03-28 |
ISBN-10 |
: 0471943649 |
ISBN-13 |
: 9780471943648 |
Rating |
: 4/5 (49 Downloads) |
Synopsis Neural Networks in the Capital Markets by : Apostolos-Paul Refenes
Based on original papers which represent new and significant research, developments and applications in finance and investment. The author takes a pragmatic view of neural networks, treating them as computationally equivalent to well-understood, non-parametric inference methods in decision science. The author also makes comparisons with established techniques where appropriate.
Author |
: Paul D. McNelis |
Publisher |
: Academic Press |
Total Pages |
: 262 |
Release |
: 2005-01-05 |
ISBN-10 |
: 9780124859678 |
ISBN-13 |
: 0124859674 |
Rating |
: 4/5 (78 Downloads) |
Synopsis Neural Networks in Finance by : Paul D. McNelis
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong. * Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website
Author |
: Apostolos-Paul Refenes |
Publisher |
: World Scientific Publishing Company Incorporated |
Total Pages |
: 634 |
Release |
: 1996 |
ISBN-10 |
: 9810228198 |
ISBN-13 |
: 9789810228194 |
Rating |
: 4/5 (98 Downloads) |
Synopsis Neural Networks in Financial Engineering by : Apostolos-Paul Refenes
Neural networks can be used for improving investment performance in the financial markets. The papers in this volume aim to give investment managers, institutional investors and analysts a comprehensive look at the most profitable applications of this tech
Author |
: Jimmy Shadbolt |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 266 |
Release |
: 2012-12-06 |
ISBN-10 |
: 9781447101512 |
ISBN-13 |
: 1447101510 |
Rating |
: 4/5 (12 Downloads) |
Synopsis Neural Networks and the Financial Markets by : Jimmy Shadbolt
This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.
Author |
: Paul D. McNelis |
Publisher |
: Elsevier |
Total Pages |
: 261 |
Release |
: 2005-01-20 |
ISBN-10 |
: 9780080479651 |
ISBN-13 |
: 0080479650 |
Rating |
: 4/5 (51 Downloads) |
Synopsis Neural Networks in Finance by : Paul D. McNelis
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong.* Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website
Author |
: |
Publisher |
: |
Total Pages |
: |
Release |
: 1996 |
ISBN-10 |
: OCLC:637592975 |
ISBN-13 |
: |
Rating |
: 4/5 (75 Downloads) |
Synopsis International Conference on Neural Networks in the Capital Markets by :
Author |
: Dirk Emma Baestaens |
Publisher |
: Pitman Publishing |
Total Pages |
: 274 |
Release |
: 1994 |
ISBN-10 |
: CORNELL:31924075313316 |
ISBN-13 |
: |
Rating |
: 4/5 (16 Downloads) |
Synopsis Neural Network Solutions for Trading in Financial Markets by : Dirk Emma Baestaens
Offers an alternative technique in forecasting to the traditional techniques used in trading and dealing. The book explains the shortcomings of traditional techniques and shows how neural networks overcome many of the disadvantages of these traditional systems.
Author |
: A. N Refenes |
Publisher |
: |
Total Pages |
: |
Release |
: 1993 |
ISBN-10 |
: OCLC:79355035 |
ISBN-13 |
: |
Rating |
: 4/5 (35 Downloads) |
Synopsis Neural Networks in the Capital Markets by : A. N Refenes
Author |
: Christian Häfke |
Publisher |
: |
Total Pages |
: 18 |
Release |
: 1995 |
ISBN-10 |
: OCLC:41451586 |
ISBN-13 |
: |
Rating |
: 4/5 (86 Downloads) |
Synopsis Neural Networks in the Capital Markets by : Christian Häfke
Author |
: Yaser Abu-mostafa |
Publisher |
: World Scientific |
Total Pages |
: 442 |
Release |
: 1998-01-02 |
ISBN-10 |
: 9789814546218 |
ISBN-13 |
: 9814546216 |
Rating |
: 4/5 (18 Downloads) |
Synopsis Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm '96) by : Yaser Abu-mostafa
This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.