Neural networks and the financial markets : predicting, combining, and portfolio optimisation / Jimmy Shadbolt and John G. Taylor (eds.).

Format:

Book

Contributor:

Shadbolt, Jimmy, 1951-

Taylor, J. G. (John Gerald), 1931-2012.

Series:

Perspectives in neural computing

Language:

English

Subjects (All):

Neural networks (Computer science).

Finance--Data processing.

Finance.

Physical Description:

xiii, 273 pages : illustrations ; 24 cm.

Place of Publication:

London : Springer, 2002.

Summary:

This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.

Notes:

Includes bibliographical references (pages 261-268) and index.

ISBN:

1852335319

OCLC:

49698938