Neural Networks in Finance: Gaining Predictive Edge in the Market (BOK)

Paul D. McNelis

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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. This book offers a balanced, critical review of the neural network methods and genetic algorithms used in finance; includes numerous examples and applications;and numerical illustrations use MATLAB code. The book is accompanied by a website.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2005 Forfatter Paul D. McNelis
Forlag
Elsevier Science & Technology
ISBN 9780124859678
Antall sider 256 Dimensjoner 15,2cm x 22,9cm x 2cm
Vekt 1000 gram Leverandør Bertram Trading Ltd
Emner og form Budgeting & financial management, Finance