9781852335311 - neural networks and the financial markets: "predicting, combining and portfolio optimisation" (perspectives in neural computing) de shadbolt, jimmy (13 resultados)
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Condición: New. Provides the most up-to-date overview of information processing techniques as applied to cutting-edge financial problemsThis book looks at how research into predicting the financial markets has progressed in recent years. The first section of the book d.
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is abook about the methods developed byour research team,over a period of 10years, for predicting financial market returns. Thework began in late 1991,at a time when one ofus (Jimmy Shadbolt) had just completed a rewrite of the software used a…t Econostat by the economics team for medium-term trend prediction of economic indica tors.Looking for anewproject,itwassuggestedthatwelook atnon-linear modelling of financial markets, and that a good place to start might be with neural networks. One small caveat should be added before we start: we use the terms 'prediction' and 'prediction model' throughout the book, although, with only such a small amount of information being extracted about future performance, can we really claim to be building predictors at all Some might saythat the future ofmarkets, especially one month ahead, is too dim to perceive. We think we can claim to 'predict' for two reasons. Firstlywedoindeedpredictafewper cent offuturevalues ofcertainassets in terms ofpast values ofcertainindicators, asshown by our trackrecord. Secondly, we use standard and in-house prediction methods that are purely quantitative. Weallow no subjective viewto alter what the models tell us. Thus weare doing prediction, even if the problem isvery hard. So while we could throughout the book talk about 'getting a better view of the future' or some such euphemism, we would not be correctly describing what it isweare actually doing. Weare indeed getting abetter view of the future, by using prediction methods.
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Condición: New. pp. 288.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is abook about the methods developed byour research team,over a period of 10years, for predicting financial market returns. Thework began in late 1991,at a time when one ofus (Jimmy Shadbolt) had just completed a rewrite of the… software used at Econostat by the economics team for medium-term trend prediction of economic indica tors.Looking for anewproject,itwassuggestedthatwelook atnon-linear modelling of financial markets, and that a good place to start might be with neural networks. One small caveat should be added before we start: we use the terms 'prediction' and 'prediction model' throughout the book, although, with only such a small amount of information being extracted about future performance, can we really claim to be building predictors at all Some might saythat the future ofmarkets, especially one month ahead, is too dim to perceive. We think we can claim to 'predict' for two reasons. Firstlywedoindeedpredictafewper cent offuturevalues ofcertainassets in terms ofpast values ofcertainindicators, asshown by our trackrecord. Secondly, we use standard and in-house prediction methods that are purely quantitative. Weallow no subjective viewto alter what the models tell us. Thus weare doing prediction, even if the problem isvery hard. So while we could throughout the book talk about 'getting a better view of the future' or some such euphemism, we would not be correctly describing what it isweare actually doing. Weare indeed getting abetter view of the future, by using prediction methods. 288 pp. Englisch.
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Taschenbuch. Condición: Neu. Neural Networks and the Financial Markets | Predicting, Combining and Portfolio Optimisation | Jimmy Shadbolt | Taschenbuch | Perspectives in Neural Computing | xiv | Englisch | 2002 | Springer | EAN 9781852335311 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Hei…delberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This is abook about the methods developed byour research team,over a period of 10years, for predicting financial market returns. Thework began in late 1991,at a time when one ofus (Jimmy Shadbolt) had just completed a rewrite of the sof…tware used at Econostat by the economics team for medium-term trend prediction of economic indica tors.Looking for anewproject,itwassuggestedthatwelook atnon-linear modelling of financial markets, and that a good place to start might be with neural networks. One small caveat should be added before we start: we use the terms 'prediction' and 'prediction model' throughout the book, although, with only such a small amount of information being extracted about future performance, can we really claim to be building predictors at all Some might saythat the future ofmarkets, especially one month ahead, is too dim to perceive. We think we can claim to 'predict' for two reasons. Firstlywedoindeedpredictafewper cent offuturevalues ofcertainassets in terms ofpast values ofcertainindicators, asshown by our trackrecord. Secondly, we use standard and in-house prediction methods that are purely quantitative. Weallow no subjective viewto alter what the models tell us. Thus weare doing prediction, even if the problem isvery hard. So while we could throughout the book talk about 'getting a better view of the future' or some such euphemism, we would not be correctly describing what it isweare actually doing. Weare indeed getting abetter view of the future, by using prediction methods.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch.
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Condición: New. Print on Demand pp. 288 Illus.
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Condición: New. PRINT ON DEMAND pp. 288.
