This volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches.
Yaser Abu-mostafa & Apostolos-paul Refenes
DECISION TECH FOR FINANCIAL ENGRG (V7) [PDF ebook]
DECISION TECH FOR FINANCIAL ENGRG (V7) [PDF ebook]
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Langue Anglais ● Format PDF ● Pages 436 ● ISBN 9789814529822 ● Taille du fichier 17.5 MB ● Éditeur Yaser Abu-mostafa & Apostolos-paul Refenes ● Maison d’édition World Scientific Publishing Company ● Lieu Singapore ● Pays SG ● Publié 1998 ● Téléchargeable 24 mois ● Devise EUR ● ID 3375387 ● Protection contre la copie Adobe DRM
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