| Description |
1 online resource (xv, 243 pages) : illustrations. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Academic Press advanced finance series
|
|
Academic Press advanced finance series.
|
| Bibliography |
Includes bibliographical references pages (221-231). |
| Contents |
Preface; 1. Introduction; 2. What Are Neural Networks; 3. Estimation of a Network with Evolutionary Computation; 4. Evaluation of Network Estimation; 5. Estimation and Forecasting with Artificial Data; 6. Times Series: Examples from Industry and Finance; 7. Inflation and Deflation: Hong Kong and Japan; 8. Classification: Credit Card Default and Bank Failures; 9. Dimensionality Reduction and Implied Volatility Forecasting. |
| Summary |
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong. * Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance * Includes numerous examples and applications * Numerical illustrations use MATLAB code and the book is accompanied by a website. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Finance -- Decision making -- Data processing.
|
|
Finance -- Decision making -- Data processing. |
|
Finance. |
|
Neural networks (Computer science)
|
|
Neural networks (Computer science) |
| Genre/Form |
Electronic books.
|
| Other Form: |
Print version: McNelis, Paul D. Neural networks in finance. Burlington, MA : Elsevier Academic Press, ©2005 0124859674 (DLC) 2004022859 (OCoLC)56632113 |
| ISBN |
1417577460 (electronic book) |
|
9781417577460 (electronic book) |
|
1592781829 (electronic book) |
|
9781592781829 (electronic book) |
|
0080479650 (electronic book) |
|
9780080479651 (electronic book) |
|
9780124859678 |
|
0124859674 |
|
