Neural networks in finance :: gaining predictive edge in the market /
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. Mc...
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: | DE-862 DE-863 DE-862 DE-863 |
| Zusammenfassung: | 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 resource (xv, 243 pages :) |
| Bibliographie: | Includes bibliographical references pages (221-231). |
| ISBN: | 1417577460 9781417577460 1592781829 9781592781829 0080479650 9780080479651 9780124859678 0124859674 |
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| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
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| 650 | 0 | |a Neural networks (Computer science) |0 http://id.loc.gov/authorities/subjects/sh90001937 | |
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| 650 | 6 | |a Finances |x Prise de décision |x Informatique. | |
| 650 | 6 | |a Réseaux neuronaux (Informatique) | |
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| author | McNelis, Paul D. |
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| contents | 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. |
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| dewey-ones | 332 - Financial economics |
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| dewey-search | 332/.0285/632 |
| dewey-sort | 3332 3285 3632 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocm57675650 |
| illustrated | Illustrated |
| indexdate | 2025-03-18T14:14:01Z |
| institution | BVB |
| isbn | 1417577460 9781417577460 1592781829 9781592781829 0080479650 9780080479651 9780124859678 0124859674 |
| language | English |
| oclc_num | 57675650 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (xv, 243 pages :) |
| psigel | ZDB-4-EBA FWS_PDA_EBA ZDB-4-EBA |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Elsevier Academic Press, |
| record_format | marc |
| series | Academic Press advanced finance series. |
| series2 | Academic Press advanced finance series |
| spelling | McNelis, Paul D. https://id.oclc.org/worldcat/entity/E39PBJgd7DkcbbWybmyKBR48YP http://id.loc.gov/authorities/names/n89668555 Neural networks in finance : gaining predictive edge in the market / Paul D. McNelis. Burlington, MA : Elsevier Academic Press, ©2005. 1 online resource (xv, 243 pages :) text txt rdacontent computer c rdamedia online resource cr rdacarrier Academic Press advanced finance series Includes bibliographical references pages (221-231). Print version record. 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. Finance Decision making Data processing. Neural networks (Computer science) http://id.loc.gov/authorities/subjects/sh90001937 Neural Networks, Computer https://id.nlm.nih.gov/mesh/D016571 Finances Prise de décision Informatique. Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS Finance. bisacsh Neural networks (Computer science) cct Finance Decision making Data processing. cct Finance Decision making Data processing fast Neural networks (Computer science) fast Financieel management. gtt Neurale netwerken. gtt Prognoses (vorm) gtt Wiskundige modellen. gtt has work: Neural networks in finance (Text) https://id.oclc.org/worldcat/entity/E39PCGcqvGhKX6kTpgcDTqgf9C https://id.oclc.org/worldcat/ontology/hasWork Print version: McNelis, Paul D. Neural networks in finance. Burlington, MA : Elsevier Academic Press, ©2005 0124859674 (DLC) 2004022859 (OCoLC)56632113 Academic Press advanced finance series. http://id.loc.gov/authorities/names/no2004032910 |
| spellingShingle | McNelis, Paul D. Neural networks in finance : gaining predictive edge in the market / Academic Press advanced finance series. 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. Finance Decision making Data processing. Neural networks (Computer science) http://id.loc.gov/authorities/subjects/sh90001937 Neural Networks, Computer https://id.nlm.nih.gov/mesh/D016571 Finances Prise de décision Informatique. Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS Finance. bisacsh Neural networks (Computer science) cct Finance Decision making Data processing. cct Finance Decision making Data processing fast Neural networks (Computer science) fast Financieel management. gtt Neurale netwerken. gtt Prognoses (vorm) gtt Wiskundige modellen. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh90001937 https://id.nlm.nih.gov/mesh/D016571 |
| 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 | Finance Decision making Data processing. Neural networks (Computer science) http://id.loc.gov/authorities/subjects/sh90001937 Neural Networks, Computer https://id.nlm.nih.gov/mesh/D016571 Finances Prise de décision Informatique. Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS Finance. bisacsh Neural networks (Computer science) cct Finance Decision making Data processing. cct Finance Decision making Data processing fast Neural networks (Computer science) fast Financieel management. gtt Neurale netwerken. gtt Prognoses (vorm) gtt Wiskundige modellen. gtt |
| topic_facet | Finance Decision making Data processing. Neural networks (Computer science) Neural Networks, Computer Finances Prise de décision Informatique. Réseaux neuronaux (Informatique) BUSINESS & ECONOMICS Finance. Finance Decision making Data processing Financieel management. Neurale netwerken. Prognoses (vorm) Wiskundige modellen. |
| work_keys_str_mv | AT mcnelispauld neuralnetworksinfinancegainingpredictiveedgeinthemarket |