Isbn: 9781852335311 - neural networks and the financial markets: "predicting, combining and portfolio optimisation" (perspectives in neural computing) (12 resultados)

Paperback. Condición: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Condición: good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail.…

PAP. Condición: Used - Very Good. Used - Like New Book. Shipped from UK. Established seller since 2000.

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.

PAP. Condición: Used - Very Good. Used - Like New Book. Shipped from UK. Established seller since 2000.

Condición: New. In English.

Condición: New. pp. 288.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book looks at how research into predicting the financial markets has progressed in recent years. The first section of the book describes the financial markets and asks whether they are indeed predictable, given the number of possible economic and financial variables. The second section surveys existing prediction models and looks at how these can be refined so as to provide the best prediction of the market's value at the next time step i.e. in one month's time. The third and forth sections look at the theory of specific prediction models and their applications, whilst the final section discusses possible future developments i.e. so that prediction models can be made more immune to sudden global changes.…

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.…

Condición: New. Print on Demand pp. 288 Illus.

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 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.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 288 pp. Englisch.…

Condición: New. PRINT ON DEMAND pp. 288.