Ordinary shares, exotic methods: financial forecasting using data mining techniques
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
River Edge, N.J.
World Scientific
c2003
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (p. 155-183) and index Ch. 1 - Financial Forecasting Problem and Data Mining Techniques -- - Ch. 2 - Genetic Algorithms and Genetic Niching -- - Ch. 3 - Portfolio Selection and Optimization Using Genetic Operators -- - Ch. 4 - The Rough Sets Theory Basics and Its Applications in Economic and Financial Forecasting -- - Ch. 5 - Time Series Forecasting using Rough Sets Theory -- - Ch. 6 - A Review of Support Vector Machines in Regression Estimation -- - Ch. 7 - Application of Support Vector Machines in Financial Time Series Forecasting -- - Ch. 8 - Other Methods and Their Applications Exotic methods refer to a particular function within a general soft computing method such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment. This text uses particular aspects of the general method to create interesting applications. For instance, genetic niching produces a family of portfolios for the trader to choose from. Support vector machines, a special form of neural networks, forecast the financial markets; such a forecast is on market states, of which there are three - uptrending, mean reverting and downtrending. A self-organizing map displays in a vivid manner the states of the market. Rough sets with a new discretization method extract information from stock prices |
| Beschreibung: | 1 Online-Ressource (ix, 186 p.) |
| ISBN: | 9789812791375 981279137X 9812380752 9789812380753 1281933899 9781281933898 |
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| 500 | |a Includes bibliographical references (p. 155-183) and index | ||
| 500 | |a Ch. 1 - Financial Forecasting Problem and Data Mining Techniques -- - Ch. 2 - Genetic Algorithms and Genetic Niching -- - Ch. 3 - Portfolio Selection and Optimization Using Genetic Operators -- - Ch. 4 - The Rough Sets Theory Basics and Its Applications in Economic and Financial Forecasting -- - Ch. 5 - Time Series Forecasting using Rough Sets Theory -- - Ch. 6 - A Review of Support Vector Machines in Regression Estimation -- - Ch. 7 - Application of Support Vector Machines in Financial Time Series Forecasting -- - Ch. 8 - Other Methods and Their Applications | ||
| 500 | |a Exotic methods refer to a particular function within a general soft computing method such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment. This text uses particular aspects of the general method to create interesting applications. For instance, genetic niching produces a family of portfolios for the trader to choose from. Support vector machines, a special form of neural networks, forecast the financial markets; such a forecast is on market states, of which there are three - uptrending, mean reverting and downtrending. A self-organizing map displays in a vivid manner the states of the market. Rough sets with a new discretization method extract information from stock prices | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
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| 650 | 7 | |a Investments / Data processing |2 fast | |
| 650 | 7 | |a Stock price forecasting / Data processing |2 fast | |
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Investments |x Data processing | |
| 650 | 4 | |a Stock price forecasting |x Data processing | |
| 650 | 4 | |a Data mining | |
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Datensatz im Suchindex
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| author | Tay, Francis E. H. |
| author_facet | Tay, Francis E. H. |
| author_role | aut |
| author_sort | Tay, Francis E. H. |
| author_variant | f e h t feh feht |
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| bvnumber | BV042964882 |
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| dewey-full | 332.63/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2042 |
| dewey-search | 332.63/2042 |
| dewey-sort | 3332.63 42042 |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | Tay, Francis E. H. Verfasser aut Ordinary shares, exotic methods financial forecasting using data mining techniques Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao River Edge, N.J. World Scientific c2003 1 Online-Ressource (ix, 186 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 155-183) and index Ch. 1 - Financial Forecasting Problem and Data Mining Techniques -- - Ch. 2 - Genetic Algorithms and Genetic Niching -- - Ch. 3 - Portfolio Selection and Optimization Using Genetic Operators -- - Ch. 4 - The Rough Sets Theory Basics and Its Applications in Economic and Financial Forecasting -- - Ch. 5 - Time Series Forecasting using Rough Sets Theory -- - Ch. 6 - A Review of Support Vector Machines in Regression Estimation -- - Ch. 7 - Application of Support Vector Machines in Financial Time Series Forecasting -- - Ch. 8 - Other Methods and Their Applications Exotic methods refer to a particular function within a general soft computing method such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment. This text uses particular aspects of the general method to create interesting applications. For instance, genetic niching produces a family of portfolios for the trader to choose from. Support vector machines, a special form of neural networks, forecast the financial markets; such a forecast is on market states, of which there are three - uptrending, mean reverting and downtrending. A self-organizing map displays in a vivid manner the states of the market. Rough sets with a new discretization method extract information from stock prices BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Data mining fast Investments / Data processing fast Stock price forecasting / Data processing fast Datenverarbeitung Wirtschaft Investments Data processing Stock price forecasting Data processing Data mining Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Kapitalmarktforschung (DE-588)4390312-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Kapitalmarktforschung (DE-588)4390312-5 s 1\p DE-604 Shen, Lixiang Sonstige oth Cao, Lijuan Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=514292 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Tay, Francis E. H. Ordinary shares, exotic methods financial forecasting using data mining techniques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Data mining fast Investments / Data processing fast Stock price forecasting / Data processing fast Datenverarbeitung Wirtschaft Investments Data processing Stock price forecasting Data processing Data mining Zeitreihenanalyse (DE-588)4067486-1 gnd Kapitalmarktforschung (DE-588)4390312-5 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4390312-5 |
| title | Ordinary shares, exotic methods financial forecasting using data mining techniques |
| title_auth | Ordinary shares, exotic methods financial forecasting using data mining techniques |
| title_exact_search | Ordinary shares, exotic methods financial forecasting using data mining techniques |
| title_full | Ordinary shares, exotic methods financial forecasting using data mining techniques Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao |
| title_fullStr | Ordinary shares, exotic methods financial forecasting using data mining techniques Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao |
| title_full_unstemmed | Ordinary shares, exotic methods financial forecasting using data mining techniques Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao |
| title_short | Ordinary shares, exotic methods |
| title_sort | ordinary shares exotic methods financial forecasting using data mining techniques |
| title_sub | financial forecasting using data mining techniques |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Data mining fast Investments / Data processing fast Stock price forecasting / Data processing fast Datenverarbeitung Wirtschaft Investments Data processing Stock price forecasting Data processing Data mining Zeitreihenanalyse (DE-588)4067486-1 gnd Kapitalmarktforschung (DE-588)4390312-5 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Data mining Investments / Data processing Stock price forecasting / Data processing Datenverarbeitung Wirtschaft Investments Data processing Stock price forecasting Data processing Zeitreihenanalyse Kapitalmarktforschung |
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