Neural networks in finance: gaining predictive edge in the market
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Burlington, MA
Elsevier Academic Press
©2005
|
| Schriftenreihe: | Academic Press advanced finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references pages (221-231) 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 |
| Beschreibung: | 1 Online-Ressource (xv, 243 pages) |
| ISBN: | 1417577460 9781417577460 1592781829 9781592781829 0080479650 9780080479651 9780124859678 0124859674 |
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| 650 | 7 | |a Financieel management |2 gtt | |
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| 650 | 7 | |a Prognoses (vorm) |2 gtt | |
| 650 | 7 | |a Wiskundige modellen |2 gtt | |
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| 650 | 4 | |a Wirtschaft | |
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| 650 | 4 | |a Neural networks (Computer science) | |
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Datensatz im Suchindex
| _version_ | 1804152911925608448 |
|---|---|
| any_adam_object | |
| author | McNelis, Paul D. |
| author_facet | McNelis, Paul D. |
| author_role | aut |
| author_sort | McNelis, Paul D. |
| author_variant | p d m pd pdm |
| building | Verbundindex |
| bvnumber | BV042316483 |
| collection | ZDB-33-ESD ZDB-33-EBS |
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| dewey-full | 332/.0285/632 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.0285/632 |
| dewey-search | 332/.0285/632 |
| dewey-sort | 3332 3285 3632 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042316483 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:14Z |
| institution | BVB |
| isbn | 1417577460 9781417577460 1592781829 9781592781829 0080479650 9780080479651 9780124859678 0124859674 |
| language | English |
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| physical | 1 Online-Ressource (xv, 243 pages) |
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| spelling | McNelis, Paul D. Verfasser aut Neural networks in finance gaining predictive edge in the market Paul D. McNelis Burlington, MA Elsevier Academic Press ©2005 1 Online-Ressource (xv, 243 pages) txt rdacontent c rdamedia cr rdacarrier Academic Press advanced finance series Includes bibliographical references pages (221-231) 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 Finances / Prise de décision / Informatique Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS / Finance bisacsh Finance / Decision making / Data processing fast Neural networks (Computer science) fast Financieel management gtt Neurale netwerken gtt Prognoses (vorm) gtt Wiskundige modellen gtt Neural networks (Computer science) cct Finance / Decision making / Data processing cct Datenverarbeitung Wirtschaft Finance Decision making Data processing Neural networks (Computer science) Neuronales Netz (DE-588)4226127-2 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 gnd rswk-swf Finanzierungstheorie (DE-588)4154418-3 s Neuronales Netz (DE-588)4226127-2 s Schätztheorie (DE-588)4121608-8 s 1\p DE-604 http://www.sciencedirect.com/science/book/9780124859678 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | McNelis, Paul D. Neural networks in finance gaining predictive edge in the market Finances / Prise de décision / Informatique Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS / Finance bisacsh Finance / Decision making / Data processing fast Neural networks (Computer science) fast Financieel management gtt Neurale netwerken gtt Prognoses (vorm) gtt Wiskundige modellen gtt Neural networks (Computer science) cct Finance / Decision making / Data processing cct Datenverarbeitung Wirtschaft Finance Decision making Data processing Neural networks (Computer science) Neuronales Netz (DE-588)4226127-2 gnd Schätztheorie (DE-588)4121608-8 gnd Finanzierungstheorie (DE-588)4154418-3 gnd |
| subject_GND | (DE-588)4226127-2 (DE-588)4121608-8 (DE-588)4154418-3 |
| title | Neural networks in finance gaining predictive edge in the market |
| title_auth | Neural networks in finance gaining predictive edge in the market |
| title_exact_search | Neural networks in finance gaining predictive edge in the market |
| title_full | Neural networks in finance gaining predictive edge in the market Paul D. McNelis |
| title_fullStr | Neural networks in finance gaining predictive edge in the market Paul D. McNelis |
| title_full_unstemmed | Neural networks in finance gaining predictive edge in the market Paul D. McNelis |
| title_short | Neural networks in finance |
| title_sort | neural networks in finance gaining predictive edge in the market |
| title_sub | gaining predictive edge in the market |
| topic | Finances / Prise de décision / Informatique Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS / Finance bisacsh Finance / Decision making / Data processing fast Neural networks (Computer science) fast Financieel management gtt Neurale netwerken gtt Prognoses (vorm) gtt Wiskundige modellen gtt Neural networks (Computer science) cct Finance / Decision making / Data processing cct Datenverarbeitung Wirtschaft Finance Decision making Data processing Neural networks (Computer science) Neuronales Netz (DE-588)4226127-2 gnd Schätztheorie (DE-588)4121608-8 gnd Finanzierungstheorie (DE-588)4154418-3 gnd |
| topic_facet | Finances / Prise de décision / Informatique Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS / Finance Finance / Decision making / Data processing Neural networks (Computer science) Financieel management Neurale netwerken Prognoses (vorm) Wiskundige modellen Datenverarbeitung Wirtschaft Finance Decision making Data processing Neuronales Netz Schätztheorie Finanzierungstheorie |
| url | http://www.sciencedirect.com/science/book/9780124859678 |
| work_keys_str_mv | AT mcnelispauld neuralnetworksinfinancegainingpredictiveedgeinthemarket |