Application of machine learning and data mining in finance: ECML '98 workshop notes ; 24. April 1998, TU Chemnitz
Gespeichert in:
| Format: | Tagungsbericht Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chemnitz
Techn. Univ., Fak. für Informatik
1998
|
| Schriftenreihe: | Chemnitzer Informatikberichte
1998,6 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 194 S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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Contents
Invited talk: Data Mining as a decision support for tactical customer selection 6
Ulrich Reincke /Iris Krammer
Invited talk: Credit risk modelling strategies: the road to serfdom ? 7
Dr. Dirk Emma Baestaens
Shock Around the Clock On the Causal Relations Between International Stock Markets, the Strength of
Causality and the Intensity of Shock Transmission. An Econometric Analysis. 9
Robert Dornau
Is the market a computer? 29
Duane Archer
Modeling Volatility: Estimation results for the German Stock Market 37
Alexander Szimayer / Niklas F. Wagner
Credit Scoring and the reject inference problem 46
A. J. Feelders
Credit Classification: A Comparison of Logit models and decision trees 59
Philip Joos et al.
Kausalanalytische Ansatze zur Prognose bedeutender Kapitalmarktindizes 73
Dietrich Eherler
The Relevance of Trends for Predictions of Stock Returns 87
Thomas Hellstrom / Kenneth Holmstrom
Mulitvariate Volatility Analysis of VW Stopck Prices 101
Helmut Herwartz I Helmut Lutkepohl
Measuring Risk in Value at Risk in the Presence of Infinite Variance 132
Stefan Huschens / Jeong Ryeol Kim
Hedging Securities with genetic Programming 140
Shu Heng Chen et al.
Estimating Value at Risk Using Neural Networks 152
Hermann Locarek Junge I Ralf Prinzler
Dynamic Aspects in Neural Classification 166
Carsten Lanquillon
Behaviour Scoring for Deutsche Bank's German Corporates 179
Detlef Hosemann, Sebastian Fritz |
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| building | Verbundindex |
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| classification_rvk | SS 1998 |
| ctrlnum | (OCoLC)75995598 (DE-599)BVBBV012335533 |
| discipline | Informatik |
| format | Conference Proceeding Book |
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| physical | 194 S. graph. Darst. |
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| series | Chemnitzer Informatikberichte |
| series2 | Chemnitzer Informatikberichte |
| spelling | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz Gholamreza Nakhaeizadeh ... (ed.) Chemnitz Techn. Univ., Fak. für Informatik 1998 194 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Chemnitzer Informatikberichte 1998,6 Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Data Mining (DE-588)4428654-5 gnd rswk-swf Maschinelles Lernen (DE-588)4193754-5 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1998 Chemnitz gnd-content Maschinelles Lernen (DE-588)4193754-5 s DE-604 Finanzwirtschaft (DE-588)4017214-4 s Data Mining (DE-588)4428654-5 s Nakhaeizadeh, Gholamreza Sonstige oth ECML 10 1998 Chemnitz Sonstige (DE-588)2169437-0 oth Chemnitzer Informatikberichte 1998,6 (DE-604)BV010413828 1998,6 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008364686&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz Chemnitzer Informatikberichte Finanzwirtschaft (DE-588)4017214-4 gnd Data Mining (DE-588)4428654-5 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
| subject_GND | (DE-588)4017214-4 (DE-588)4428654-5 (DE-588)4193754-5 (DE-588)1071861417 |
| title | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz |
| title_auth | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz |
| title_exact_search | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz |
| title_full | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz Gholamreza Nakhaeizadeh ... (ed.) |
| title_fullStr | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz Gholamreza Nakhaeizadeh ... (ed.) |
| title_full_unstemmed | Application of machine learning and data mining in finance ECML '98 workshop notes ; 24. April 1998, TU Chemnitz Gholamreza Nakhaeizadeh ... (ed.) |
| title_short | Application of machine learning and data mining in finance |
| title_sort | application of machine learning and data mining in finance ecml 98 workshop notes 24 april 1998 tu chemnitz |
| title_sub | ECML '98 workshop notes ; 24. April 1998, TU Chemnitz |
| topic | Finanzwirtschaft (DE-588)4017214-4 gnd Data Mining (DE-588)4428654-5 gnd Maschinelles Lernen (DE-588)4193754-5 gnd |
| topic_facet | Finanzwirtschaft Data Mining Maschinelles Lernen Konferenzschrift 1998 Chemnitz |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008364686&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV010413828 |
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