Decision Technologies For Financial Engineering - Proceedings Of The Fourth International Conference On Neural Networks In The Capital Markets (Nncm ... (Progress in Neural Processing, 7, Band 7) - Softcover

International Conference On Neural Networks In The Capital Markets 199; Abu-Mostafa, Yaser S.; Refenes, Apostolos-Paul

Softcover

ISBN 10: 9810231245 ISBN 13: 9789810231248

Verlag: World Scientific Publishing Co Pte Ltd, 1997

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 1997
• Sprache: Englisch
• ISBN 10: 9810231245
• ISBN 13: 9789810231248
• Einband: Taschenbuch
• Anzahl der Seiten: 436
• Herausgeber: Abu-Mostafa Yaser S., Refenes Apostolos-Paul, Weigend Andreas S.
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar