lean yu (43 resultados)

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8° Gebundene Ausgabe. Condición: Sehr gut. Auflage: 2008. 260 Seiten Ausgetragenes Bibliotheksexemplar, top erhalten B05-03-05B Sprache: Englisch Gewicht in Gramm: 536.

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Taschenbuch. Condición: Neu. Bio-Inspired Credit Risk Analysis | Computational Intelligence with Support Vector Machines | Lean Yu (u. a.) | Taschenbuch | xvi | Englisch | 2010 | Springer | EAN 9783642096556 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Hardcover. Condición: Brand New. 1st edition. 313 pages. 9.50x6.50x1.00 inches. In Stock.

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Hardcover. Condición: New. ISBN:9780387717197.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and ind- trial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for - change rates forecasting is because of ANNs' unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal fu- tional approximator that can capture any type of complex relationships.

Hardcover. Condición: Like New. Like New. book.

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 340 | Sprache: Englisch | Produktart: Bücher | The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and ind- trial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for - change rates forecasting is because of ANNs¿ unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal fu- tional approximator that can capture any type of complex relationships.

Taschenbuch. Condición: Neu. Foreign-Exchange-Rate Forecasting with Artificial Neural Networks | Lean Yu (u. a.) | Taschenbuch | International Series in Operations Research & Management Science | xxiii | Englisch | 2010 | Springer | EAN 9781441944047 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condición: New. pp. 342.

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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and ind- trial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for - change rates forecasting is because of ANNs' unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal fu- tional approximator that can capture any type of complex relationships.

Paperback. Condición: Brand New. 316 pages. 9.00x6.00x0.77 inches. In Stock.

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Condición: new. Questo è un articolo print on demand.

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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges. 344 pp. Englisch.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions such as commercial banks and credit companies, the ability to discriminate good customers from bad ones is crucial. The need for reliable quantitative models that predict defaults accurately is imperative so that the interested parties can take either preventive or corrective action. Hence credit risk analysis becomes very important for sustainability and profit of enterprises. In such backgrounds, this book tries to integrate recent emerging support vector machines and other computational intelligence techniques that replicate the principles of bio-inspired information processing to create some innovative methodologies for credit risk analysis and to provide decision support information for interested parties. 260 pp. Englisch.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Credit risk analysis is one of the most important topics in the field of financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. Especially for some credit-granting institutions such as commercial banks and credit companies, the ability to discriminate good customers from bad ones is crucial. The need for reliable quantitative models that predict defaults accurately is imperative so that the interested parties can take either preventive or corrective action. Hence credit risk analysis becomes very important for sustainability and profit of enterprises. In such backgrounds, this book tries to integrate recent emerging support vector machines and other computational intelligence techniques that replicate the principles of bio-inspired information processing to create some innovative methodologies for credit risk analysis and to provide decision support information for interested parties. 260 pp. Englisch.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presentation of some of the most important advancements in credit risk analysis with SVM and some fully novel intelligent models for credit risk analysis&nbspCredit risk analysis is one of the most important topics in the field of fina.