Neural Networks in Finance

Gaining Predictive Edge in the Market

Nonfiction, Computers, Advanced Computing, Engineering, Neural Networks, General Computing, Business & Finance, Economics
Cover of the book Neural Networks in Finance by Paul D. McNelis, Elsevier Science
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Paul D. McNelis ISBN: 9780080479651
Publisher: Elsevier Science Publication: January 20, 2005
Imprint: Academic Press Language: English
Author: Paul D. McNelis
ISBN: 9780080479651
Publisher: Elsevier Science
Publication: January 20, 2005
Imprint: Academic Press
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Elsevier Science

Cover of the book Assessing the Energy Efficiency of Pumps and Pump Units by Paul D. McNelis
Cover of the book Biology and Engineering of Stem Cell Niches by Paul D. McNelis
Cover of the book Advances in Clinical Chemistry by Paul D. McNelis
Cover of the book New and Future Developments in Catalysis by Paul D. McNelis
Cover of the book Industrial Ventilation Design Guidebook by Paul D. McNelis
Cover of the book High Performance Polymers by Paul D. McNelis
Cover of the book Modelling, Simulation and Control of the Dyeing Process by Paul D. McNelis
Cover of the book Eye Movement Research by Paul D. McNelis
Cover of the book Advances in Applied Microbiology by Paul D. McNelis
Cover of the book The Mouse Nervous System by Paul D. McNelis
Cover of the book Cognitive Ecology by Paul D. McNelis
Cover of the book Neuromonitoring Techniques by Paul D. McNelis
Cover of the book Natural and Engineered Resistance to Plant Viruses by Paul D. McNelis
Cover of the book Advances in Geophysics by Paul D. McNelis
Cover of the book Developing the Global Bioeconomy by Paul D. McNelis
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy