Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics - Brossura

Zapranis, Achilleas

 
9781852331399: Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics

Sinossi

Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling.

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Contenuti

1 Introduction.- 2 Neural Model Identification.- 3 Review of Current Practice in Neural Model Identification.- 4 Neural Model Selection: the Minimum Prediction Risk Principle.- 5 Variable Significance Testing: a Statistical Approach.- 6 Model Adequacy Testing.- 7 Neural Networks in Tactical Asset Allocation: a Case Study.- 8 Conclusions.- Appendices.- A Computation of Network Derivatives.- B Generating Random Normal Deviates.- References.

Product Description

Book by Zapranis Achilleas Refenes ApostolosPaul N

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Altre edizioni note dello stesso titolo

9781447105602: Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics

Edizione in evidenza

ISBN 10:  1447105605 ISBN 13:  9781447105602
Casa editrice: Springer, 2011
Brossura