ENGLISH

Neural Networks in Finance: Gaining Predictive Edge in the Market

By Teresella Gondolo

Book information

Publisher
Academic Press
Year
2005
ISBN
9780387955650, 0387955658
LCC
RC346 .G655 2005
Open Library ID
OL3562456M
Language
english
Format
PDF
Filesize
4 MB (3696803 bytes)
Series
Advanced Finance
Pages
261\261
Time added
2010-02-18 13:16:04

Description

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

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