Refenes apostolos paul (39 risultati)

Hardcover. Condizione: As New. Condizione sovraccoperta: As New. First Edition. This is a fine, as new, hardcover first edition copy in a fine mylar protected DJ, black spine.

Condizione: Very Good. 1st Edition. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: very_good.

Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.

Hardcover. Condizione: Near Fine. Condizione sovraccoperta: Very Good. 1st Edition. Hardcover, sturdy vinyl boards, xi + 379 pages, NOT ex-library. Book is clean and bright throughout, untanned, with unmarked text, free of inscriptions and stamps, firmly bound. Minor light handling wear only. In a gently used, untorn dust jacket. -- This edited volume provides a foundational technical analysis of the early application of artificial intelligence to financial forecasting and decision-making. Published during a pivotal era for quantitative finance, the work synthesises the research of practitioners and academics seeking to transcend the limitations of linear econometric models. The text addresses the core challenge of the 1990s financial sector: identifying non-linear patterns within the noisy, high-frequency data of global markets. The content is categorised into several critical domains, including stock price prediction, exchange rate modelling, and bond rating. Technical chapters delve into the architecture of multi-layer perceptrons and the mechanics of backpropagation, providing a rigorous framework for training networks to recognise complex market trends. An attention is also given to Arbitrage Pricing Theory (APT) and the use of probabilistic neural networks (PNNs) for asset allocation. A significant portion of the work is dedicated to the practical hurdles of the time, such as data preprocessing, the management of 'overfitting', and the benchmarking of neural network performance against traditional statistical methods like ARIMA and multiple regression. Beyond simple forecasting, the book explores the integration of neural networks into portfolio management and credit risk assessment. It examines hybrid systems that combine neural architectures with genetic algorithms and fuzzy logic to enhance the robustness of trading signals. In a contemporary context, this work remains relevant as a primary record of the origins of modern algorithmic trading and machine learning in finance. It documents the conceptual shift from theory-driven models to data-driven discovery, a transition that underpins today's high-frequency trading environments and AI-led hedge funds. For financial historians and quantitative analysts, this volume offers a deep understanding of the evolution of automated systems and the enduring challenges of modelling market volatility.…

Condizione: Fine. *Price HAS BEEN REDUCED by 10% until Monday, Nov. 2 (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.…

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.

paperback. Condizione: Wie neu. 204 Seiten; 9781852331399.1 Gewicht in Gramm: 500.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.…

Paperback. Condizione: Brand New. 417 pages. 8.75x6.25x1.00 inches. In Stock.

Paperback. Condizione: Brand New. 1st edition. 190 pages. 9.75x6.25x0.50 inches. In Stock.

Hardcover. Condizione: Fair. No Jacket. Reading copy with some defects as follows: Black boards with silver titles to spine Bottom of rear board has a fairly large chip and the spine is crushed at the top and bottom. Previous owner's notes on ffep, otherwise internally clean and a good reading copy. No dust jacket. …

Hardcover. Condizione: Brand New. 417 pages. 9.00x6.25x1.25 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Condizione: New. Proceedings of the Fifth International Conference Computational Finance Editor(s): Burgess, Andrew N. (London Business School, UK); Moody, John E. Series: Advances in Computational Management Science. Num Pages: 479 pages, biography. BIC Classification: KFF; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 160 x 25. Weight in Grams: 1510. . 1998. Softcover reprint of the original 1st ed. 1998. Paperback. . . . . …

Condizione: New.

Paperback. Condizione: New. This volume contains selected papers that were presented at the International Conference "Computational Finance" held at the London Business School. Formerly known as "Neural Networks in the Capital Markets" (NNCM), this series of meetings has emerged as a multi-disciplinary international conference and provided an international focus for research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title "Computational Finance". The papers in this volume are organized in six parts: market dynamics and risk; trading and arbitrage strategies; volatility and options; term-structure and factor models; corporate distress models; and advances in methodology. Softcover reprint of the original 1st ed. 1998.…

Condizione: New. Proceedings of the Fifth International Conference Computational Finance Editor(s): Apostolos-Paul, N. (Refenes, London Business School, UK); Burgess, Andrew N. (London Business School, UK); Moody, John E. Series: Advances in Computational Management Science. Num Pages: 479 pages, biography. BIC Classification: KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 26. Weight in Grams: 868. . 1998. Hardback. . . . . …

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.…

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.…

Condizione: New.

Kartoniert / Broschiert. Condizione: New. Proceedings of the Fifth International Conference Computational Finance This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Form.

Condizione: New. pp. 496.

Condizione: New. pp. 492.

Condizione: New. Proceedings of the Fifth International Conference Computational Finance Editor(s): Burgess, Andrew N. (London Business School, UK); Moody, John E. Series: Advances in Computational Management Science. Num Pages: 479 pages, biography. BIC Classification: KFF; KJMD. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 240 x 160 x 25. Weight in Grams: 1510. . 1998. Softcover reprint of the original 1st ed. 1998. Paperback. . . . . Books ship from the US and Ireland. …

Condizione: New. Proceedings of the Fifth International Conference Computational Finance Editor(s): Apostolos-Paul, N. (Refenes, London Business School, UK); Burgess, Andrew N. (London Business School, UK); Moody, John E. Series: Advances in Computational Management Science. Num Pages: 479 pages, biography. BIC Classification: KFF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 26. Weight in Grams: 868. . 1998. Hardback. . . . . Books ship from the US and Ireland. …

Paperback. Condizione: New. This volume contains selected papers that were presented at the International Conference "Computational Finance" held at the London Business School. Formerly known as "Neural Networks in the Capital Markets" (NNCM), this series of meetings has emerged as a multi-disciplinary international conference and provided an international focus for research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title "Computational Finance". The papers in this volume are organized in six parts: market dynamics and risk; trading and arbitrage strategies; volatility and options; term-structure and factor models; corporate distress models; and advances in methodology. Softcover reprint of the original 1st ed. 1998.…

Taschenbuch. Condizione: Neu. Neuware - This volume contains selected papers that were presented at the International Conference COMPUTATIONAL FINANCE 1997 held at London Business School on December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision technologies to many areas of financial engineering. It has drawn upon theoretical advances in financial economics and robust methodological developments in the statistical, econometric and computer sciences. To reflect its multi-disciplinary nature, the NNCM conference has adopted the new title COMPUTATIONAL FINANCE. The papers in this volume are organised in six parts. Market Dynamics and Risk, Trading and Arbitrage strategies, Volatility and Options, Term-Structure and Factor models, Corporate Distress Models and Advances on Methodology. This years' acceptance rate (38%) reflects both the increasing interest in the conference and the Programme Committee's efforts to improve the quality of the meeting year-on-year. I would like to thank the members of the programme committee for their efforts in refereeing the papers. I also would like to thank the members of the computational finance group at London Business School and particularly Neil Burgess, Peter Bolland, Yves Bentz, and Nevil Towers for organising the meeting.…