02420naa a2200277 a 4500 1/42800 120717s2005 us a b 000 0 eng d 9780124859678 (e-book : PDF) 45676 OPELS OPELS OPELS GR-PeUP eng McNelis, Paul D. Neural networks in finance [electronic resource] : gaining predictive edge in the market / Paul D. McNelis. Burlington, MA : Elsevier Academic Press, c2005. Ένα html e-book. Περιέχει βιβλιογραφία. 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. 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. Ηλεκτρονικό βιβλίο Τρόπος πρόσβασης μέσω διαδικτύου. Finance Decision Making Data Pracessing. Neural networks (Computer science). Electronic books. INST UNIPILB EBOOKS 20120717 00b45676 00b45676 ONLINE 0 http://www.sciencedirect.com/science/book/9780124859678 Table of contents http://www.loc.gov/catdir/toc/ecip051/2004022859.html /webopac/covers/03/45676_9780124859678.jpg (e-book : PDF)