Neural networks in finance: gaining predictive edge in the market
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: McNelis, Paul D. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Burlington, MA Elsevier Academic Press ©2005
Schriftenreihe:Academic Press advanced finance series
Schlagworte:
Online-Zugang:FAW01
FAW02
Volltext
Beschreibung:Includes bibliographical references pages (221-231)
Preface; 1. Introduction; 2. What Are Neural Networks; 3. Estimation of a Network with Evolutionary Computation; 4. Evaluation of Network Estimation; 5. Estimation and Forecasting with Artificial Data; 6. Times Series: Examples from Industry and Finance; 7. Inflation and Deflation: Hong Kong and Japan; 8. Classification: Credit Card Default and Bank Failures; 9. Dimensionality Reduction and Implied Volatility Forecasting
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:0080479650
0124859674
1417577460
1592781829
9780080479651
9780124859678
9781417577460
9781592781829

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen