Decision Technologies for Financial Engineering - Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets Advances in Mathematics for Applied Sciences

Abu-Mostafa, Yaser, Apostolos-Paul Refenes and Andreas S. Weigend:

ISBN 10: 9810231245 / ISBN 13: 9789810231248

Editore: World Scientific, 1997

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417 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Sprache: Englisch Gewicht in Gramm: 600.

Codice articolo 1453275

Dati bibliografici

• Titolo: Decision Technologies for Financial Engineering - Proceedings of the Fourth International Conference on Neural Networks in the Capital Markets Advances in Mathematics for Applied Sciences
• Editore: World Scientific
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 9810231245
• ISBN 13: 9789810231248
• Rilegatura: Broschiert
• Condizione: Gut
• Peso: 600 grammi
• Cataloghi dei venditori:
  • 204 Technik

Descrizione articolo

Riassunto

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.