Neural networks in finance : gaining predictive edge in the market /

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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. Mc...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: McNelis, Paul D.
Format: Electronic eBook
Language:Inglés
Published: Burlington, MA : Elsevier Academic Press, ©2005.
Series:Academic Press advanced finance series.
Subjects:
Finance > Decision making > Data processing.
Neural networks (Computer science)
Neural Networks, Computer
Finances > Prise de décision > Informatique.
Réseaux neuronaux (Informatique)
BUSINESS & ECONOMICS > Finance.
Financieel management.
Neurale netwerken.
Prognoses (vorm)
Wiskundige modellen.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of 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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