Neural networks in finance gaining predictive edge in the market
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...
| Autor principal: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Burlington, MA :
Elsevier Academic Press
c2005.
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| Colección: | Academic Press advanced finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009714838406719 |
| Sumario: | 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.* Offe |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (261 p.) |
| Bibliografía: | Includes bibliographical references (p. [221]-231) and index. |
| ISBN: | 9781281008268 9786611008260 9780080479651 |
