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Item Details
| Title:
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DECISION TECHNOLOGIES FOR FINANCIAL ENGINEERING - PROCEEDINGS OF THE FOURTH INTERNATIONAL CONFERENCE ON NEURAL NETWORKS IN THE CAPITAL MARKETS (NNCM '96)
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| By: |
Yaser S. Abu-Mostafa (Editor), Apostolos-Paul N. Refenes (Editor), Andreas S. Weigend (Editor) |
| Format: |
Hardback |
| List price:
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£125.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
9810231237 |
| ISBN 13: |
9789810231231 |
| Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Pub. date: |
11 December, 1997 |
| Series: |
Progress In Neural Processing 7 |
| Pages: |
436 |
| Synopsis: |
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. |
| Publication: |
Singapore |
| Imprint: |
World Scientific Publishing Co Pte Ltd |
| Returns: |
Returnable |
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