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151010s1999 enk o 000 0 eng d |
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|a EBLCP
|b eng
|e pn
|c EBLCP
|d OCLCQ
|d MERUC
|d OCLCQ
|d ZCU
|d ICG
|d OCLCO
|d OCLCF
|d OCLCQ
|d OCLCO
|d OCLCQ
|d DKC
|d AU@
|d OCLCQ
|d OCL
|d OCLCQ
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|a 9780262266741
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|a 0262266741
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|a DEBBG
|b BV044104914
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|a (OCoLC)923250243
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|a HG174.C64 2000eb
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|a 332/.0285
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|a UAMI
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|a Weigend, Andreas S.
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|a Computational Finance.
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| 260 |
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|a Cambridge :
|b MIT Press,
|c 1999.
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| 300 |
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|a 1 online resource (732 pages)
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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0 |
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|a Print version record.
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|a ""Contents""; ""Preface""; ""Contributors""; ""Introduction""; ""Risk Management and Portfolio Optimization""; ""Importance Sampling and StratiEcation for Value-at-Risk""; ""ConEdence Intervals and Hypothesis Testing for the""; ""Sharpe and Treynor Performance Measures:""; ""A Bootstrap Approach""; ""Conditional Value at Risk""; ""Advances in Importance Sampling""; ""Arbitrage and the APTZA Note""; ""Bayesian Network Models of Portfolio Risk and Return""; ""Volatility""; ""Change of Measure in Monte Carlo Integration""; ""via Gibbs Sampling with an Application to""
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| 505 |
8 |
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|a ""Stochastic VolatilityModels""""Comparing Models of Intra daySeasonal Volatility""; ""in the Foreign Exchange Market""; ""A Symbolic Dynamics Approach to Volatility Prediction""; ""Does Volatility Timing Matter?""; ""Time Series Methods""; ""Goodness of FitG Stability and Data Mining""; ""A Bayesian Approach to Estimating Mutual Fund Returns""; ""Independent Component Ordering in ICS Snalysis""; ""of Financial Data""; ""Curved Gaussian Models with Spplication to Modeling""; ""Foreign Exchange Rates""; ""Nonparametric EJciency Testing of Ssian""; ""Foreign Exchange Markets""
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| 505 |
8 |
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|a ""Term Structure of Interactions of Foreign Exchange Rates""""Exchange Rates and FundamentalsÂ? Evidence from""; ""Out(of(Sample Forecasting Using Neural Networks""; ""Dynamic Trading Strategies""; ""Trading Models as Specimcation Tools""; ""Statistical Arbitrage Models of the FTSE JDD""; ""Implementing Trading Strategies for Forecasting Models""; ""Using Nonlinear Neurogenetic Models with Prokt Related""; ""Objective Functions to Trade the US THbond Future""; ""Parameter Tuning in Trading Algorithms Using ASTA""; ""Hedge Funds Styles""
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| 505 |
8 |
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|a ""Optimization ofTechnical Trading Strategy Using Split""""Search Genetic Algorithms""; ""Trading Mutual Funds with PieceMwise Constant Models""; ""Minimizing Downside Risk via Stochastic""; ""Dynamic Programming""; ""jn Optimal VinaryPredictor for an Investor""; ""in Futures Market""; ""jn Introduction to Risk Neutral Forecasting""; ""TemporalyDiyerence Learning and jpplications""; ""in Finance""; ""Heterogeneous Agents""; ""Technical Trading Creates a PrisonerCs DilemmaK""; ""Results from an Agent�Based Model""; ""Cycles of Market Stability and Instability Due to""
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| 505 |
8 |
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|a ""Endogenous Use of Technical Trading Rules""""Relative Performance of Incentive Mechanisms in""; ""Delegated InvestmentsK A Computational Study""; ""Credit Risk""; ""Rules Extractions from BanksP Bankrupt Data Using""; ""Connectionist and Symbolic Learning Algorithms""; ""Evaluating Bank Lending Policy and Consumer""; ""Credit Risk""; ""Loan Duration and Bank Lending Policy""; ""Option Pricing""; ""Estimation of Stochastic Volatility Models for the Purpose""; ""of Option Pricing""; ""Option Pricing via Genetic Programming""; ""Nonparametric Testing of ARCH for Option Pricing""
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| 500 |
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|a ""A Computational Framework for Contingent Claim""
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| 590 |
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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| 650 |
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0 |
|a Finance
|x Data processing
|v Congresses.
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| 650 |
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0 |
|a Finance
|x Mathematical models
|v Congresses.
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| 650 |
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6 |
|a Finances
|x Informatique
|v Congrès.
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| 650 |
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6 |
|a Finances
|x Modèles mathématiques
|v Congrès.
|
| 650 |
|
7 |
|a Finance
|x Data processing
|2 fast
|
| 650 |
|
7 |
|a Finance
|x Mathematical models
|2 fast
|
| 655 |
|
7 |
|a Conference papers and proceedings
|2 fast
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| 700 |
1 |
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|a Lo, Andrew W.
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| 700 |
1 |
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|a LeBaron, Blake.
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| 758 |
|
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|i has work:
|a Computational finance (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFypmg9QmvFQxxhjJdB8wd
|4 https://id.oclc.org/worldcat/ontology/hasWork
|
| 776 |
0 |
8 |
|i Print version:
|a Weigend, Andreas S.
|t Computational Finance.
|d Cambridge : MIT Press, ©1999
|z 9780262511070
|
| 856 |
4 |
0 |
|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3338459
|z Texto completo
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| 938 |
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|a ProQuest Ebook Central
|b EBLB
|n EBL3338459
|
| 994 |
|
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|a 92
|b IZTAP
|
