عنوان

Neural networks and the financial markets :

1852335319

9781852335311

bnb

bnb

b432883

b432883

Neural networks and the financial markets :

[Book]

predicting, combining, and portfolio optimisation /

Jimmy Shadbolt and John G. Taylor (eds.)

London :

Springer,

2002

xiii, 273 pages :

illustrations ;

24 cm

Perspectives in neural computing

Includes bibliographical references (pages 261-268) and index

Pt. I. Introduction to Prediction in the Financial Markets -- 1. Introduction to the Financial Markets -- 2. Univariate and Multivariate Time Series Predictions -- 3. Evidence of Predictability in Financial Markets -- 4. Bond Pricing and the Yield Curve -- 5. Data Selection -- Pt. II. Theory of Prediction Modelling -- 6. General Form of Models of Financial Markets -- 7. Overfitting Generalisation and Regularisation -- 8. The Bootstrap, Bagging and Ensembles -- 9. Linear Models -- 10. Input Selection -- Pt. III. Theory of Specific Prediction Models -- 11. Neural Networks -- 12. Learning Trading Strategies for Imperfect Markets -- 13. Dynamical Systems Perspective and Embedding -- 14. Vector Machines -- 15. Bayesian Methods and Evidence -- Pt. IV. Prediction Model Applications -- 16. Yield Curve Modelling -- 17. Predicting Bonds Using the Linear Relevance Vector Machine -- 18. Artificial Neural Networks -- 19. Adaptive Lag Networks -- 20. Network Integration -- 21. Cointegration -- 22. Joint Optimisation in Statistical Arbitrage Trading -- 23. Univariate Modelling -- 24. Combining Models -- Pt. V. Optimising and Beyond -- 25. Portfolio Optimisation -- 26. Multi-Agent Modelling -- 27. Financial Prediction Modelling: Summary and Future Avenues

0

Finance-- Data processing

Neural networks (Computer science)

Finanzas-- Procesamiento electrónico de datos

QA

Shadbolt, Jimmy,1951-

Taylor, J. G., (John Gerald),1931-2012

20160122003429.0

[Book]

Y