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NEURAL NETWORKS IN FINANCE: GAINING PREDICTIVE EDGE IN THE MARKET

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This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong

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Availability

10008081

332.0285 MCN n

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Paul D. McNelis

Call Number

332.0285 MCN n

Publisher

California : Elsevier Academic Press., 2005

Collation

xv, 243 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

0-12-485967-4

Classification

332.0285

Content Type

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Edition

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Subject(s)

Buku Umum
Finance
Data Processing
Decision-Making
Neural Networks (Computer Science)

Specific Detail Info

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