Articoli correlati a Principles of Neural Model Identification, Selection...
Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics - Brossura
Sinossi
Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 70,77
GRATIS per la spedizione da U.S.A. a Italia
Destinazione, tempi e costi
Risultati della ricerca per Principles of Neural Model Identification, Selection...
Foto dell'editore
Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics (Perspectives in Neural Computing)
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-F-020-02486
Quantità: 1 disponibili
Foto dell'editore
Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics
Da: Buchpark, Trebbin, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 204 | Sprache: Englisch | Produktart: Bücher. Codice articolo 658/202
Quantità: 1 disponibili
Foto dell'editore
Principles of Neural Model Identification, Selection and Adequacy with Applications to Financial Econometrics (Perspectives in Neural Computing)
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Fine. *Price HAS BEEN REDUCED by 10% until Monday, Aug. 11 (weekend SALE item)* 190 pp., paperback, previous owner's name neatly inked to the title page, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1315384
Quantità: 1 disponibili
Foto dell'editore
Principles Of Neural Model Identification, Selection And Adequacy - With Applications In Financial Econometrics
Da: Basi6 International, Irving, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-248063
Quantità: 1 disponibili
Foto dell'editore
Principles Of Neural Model Identification, Selection And Adequacy - With Applications In Financial Econometrics
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-90193
Quantità: 1 disponibili
Immagini fornite dal venditore
Principles of Neural Model Identification, Selection and Adequacy
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Comes with an Internet site containing data from the case study and demonstration softwareProvides the reader with a practical tool to address a specific problem in developing financial applicationsNeural networks have had considerable success in a . Codice articolo 4289379
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Principles of Neural Model Identification, Selection and Adequacy
Editore:
Springer London Mai 1999, 1999
ISBN 10: 1852331399
ISBN 13: 9781852331399
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis. 204 pp. Englisch. Codice articolo 9781852331399
Quantità: 2 disponibili
Immagini fornite dal venditore
Principles of Neural Model Identification, Selection and Adequacy
Editore:
Springer London, Springer London Mai 1999, 1999
ISBN 10: 1852331399
ISBN 13: 9781852331399
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 204 pp. Englisch. Codice articolo 9781852331399
Quantità: 1 disponibili
Foto dell'editore
Principles of Neural Model Identification, Selection and Adequacy: With Applications to Financial Econometrics (Perspectives in Neural Computing)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9781852331399_new
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis. Codice articolo 9781852331399
Quantità: 1 disponibili