Ordinary shares, exotic methods: financial forecasting using data mining techniques
Exotic methods refer to specific functions within general soft computing methods 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,...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2003
|
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | Exotic methods refer to specific functions within general soft computing methods 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. In this book, particular aspects of the general method are used 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: | ix, 186 p. ill. (some col.) |
| ISBN: | 9789812791375 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044635400 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2003 |||| o||u| ||||||eng d | ||
| 020 | |a 9789812791375 |c electronic bk. |9 978-981-279-137-5 | ||
| 024 | 7 | |a 10.1142/5027 |2 doi | |
| 035 | |a (ZDB-124-WOP)00003462 | ||
| 035 | |a (OCoLC)1012630601 | ||
| 035 | |a (DE-599)BVBBV044635400 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 332.632042 |2 22 | |
| 084 | |a QK 620 |0 (DE-625)141668: |2 rvk | ||
| 100 | 1 | |a Tay, Francis E. H. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Ordinary shares, exotic methods |b financial forecasting using data mining techniques |c Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao |
| 264 | 1 | |a Singapore |b World Scientific Pub. Co. |c c2003 | |
| 300 | |a ix, 186 p. |b ill. (some col.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 520 | |a Exotic methods refer to specific functions within general soft computing methods 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. In this book, particular aspects of the general method are used 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 | 4 | |a Investments / Data processing | |
| 650 | 4 | |a Stock price forecasting / Data processing | |
| 650 | 4 | |a Data mining | |
| 650 | 0 | 7 | |a Kapitalmarktforschung |0 (DE-588)4390312-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a Kapitalmarktforschung |0 (DE-588)4390312-5 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Shen, Lixiang |e Sonstige |4 oth | |
| 700 | 1 | |a Cao, Lijuan |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789812380753 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9812380752 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030033372 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc |l FHN01 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804178048385286144 |
|---|---|
| any_adam_object | |
| 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 |
| building | Verbundindex |
| bvnumber | BV044635400 |
| classification_rvk | QK 620 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00003462 (OCoLC)1012630601 (DE-599)BVBBV044635400 |
| dewey-full | 332.632042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632042 |
| dewey-search | 332.632042 |
| dewey-sort | 3332.632042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03103nmm a2200505zc 4500</leader><controlfield tag="001">BV044635400</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2003 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789812791375</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-981-279-137-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/5027</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00003462</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1012630601</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044635400</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.632042</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 620</subfield><subfield code="0">(DE-625)141668:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Tay, Francis E. H.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Ordinary shares, exotic methods</subfield><subfield code="b">financial forecasting using data mining techniques</subfield><subfield code="c">Francis Eng-Hock Tay, Lixiang Shen, Lijuan Cao</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Pub. Co.</subfield><subfield code="c">c2003</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">ix, 186 p.</subfield><subfield code="b">ill. (some col.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Exotic methods refer to specific functions within general soft computing methods 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. In this book, particular aspects of the general method are used 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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments / Data processing</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock price forecasting / Data processing</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Data mining</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kapitalmarktforschung</subfield><subfield code="0">(DE-588)4390312-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Kapitalmarktforschung</subfield><subfield code="0">(DE-588)4390312-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Shen, Lixiang</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Cao, Lijuan</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789812380753</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9812380752</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030033372</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044635400 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:46Z |
| institution | BVB |
| isbn | 9789812791375 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030033372 |
| oclc_num | 1012630601 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | ix, 186 p. ill. (some col.) |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| 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 Singapore World Scientific Pub. Co. c2003 ix, 186 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier Exotic methods refer to specific functions within general soft computing methods 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. In this book, particular aspects of the general method are used 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 Investments / Data processing Stock price forecasting / Data processing Data mining Kapitalmarktforschung (DE-588)4390312-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 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 Erscheint auch als Druck-Ausgabe 9789812380753 Erscheint auch als Druck-Ausgabe 9812380752 http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc Verlag URL des Erstveroeffentlichers 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 Investments / Data processing Stock price forecasting / Data processing Data mining Kapitalmarktforschung (DE-588)4390312-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4390312-5 (DE-588)4067486-1 |
| 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 | Investments / Data processing Stock price forecasting / Data processing Data mining Kapitalmarktforschung (DE-588)4390312-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Investments / Data processing Stock price forecasting / Data processing Data mining Kapitalmarktforschung Zeitreihenanalyse |
| url | http://www.worldscientific.com/worldscibooks/10.1142/5027#t=toc |
| work_keys_str_mv | AT tayfranciseh ordinarysharesexoticmethodsfinancialforecastingusingdataminingtechniques AT shenlixiang ordinarysharesexoticmethodsfinancialforecastingusingdataminingtechniques AT caolijuan ordinarysharesexoticmethodsfinancialforecastingusingdataminingtechniques |