Neural Networks And The Financial Markets

Author : Apostolos-Paul Refenes
Publisher : Wiley
ISBN 13 : 9780471943648
Total Pages : 392 pages
Book Rating : 4.49/5 ( download)

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Download or read book Neural Networks in the Capital Markets written by Apostolos-Paul Refenes and published by Wiley. This book was released on 1995-03-28 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on original papers which represent new and significant research, developments and applications in finance and investment. The author takes a pragmatic view of neural networks, treating them as computationally equivalent to well-understood, non-parametric inference methods in decision science. The author also makes comparisons with established techniques where appropriate.

Author : Paul D. McNelis
Publisher : Academic Press
ISBN 13 : 0124859674
Total Pages : 262 pages
Book Rating : 4.78/5 ( download)

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Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Academic Press. This book was released on 2005-01-05 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : Jimmy Shadbolt
Publisher : Springer Science & Business Media
ISBN 13 : 1447101510
Total Pages : 266 pages
Book Rating : 4.12/5 ( download)

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Download or read book Neural Networks and the Financial Markets written by Jimmy Shadbolt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are made - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction.

Author : Robert R. Trippi
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 872 pages
Book Rating : 4.54/5 ( download)

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Download or read book Neural Networks in Finance and Investing written by Robert R. Trippi and published by Irwin Professional Publishing. This book was released on 1996 with total page 872 pages. Available in PDF, EPUB and Kindle. Book excerpt: This completely updated version of the classic first edition offers a wealth of new material reflecting the latest developments in teh field. For investment professionals seeking to maximize this exciting new technology, this handbook is the definitive information source.

Author : Paul D. McNelis
Publisher : Elsevier
ISBN 13 : 0080479650
Total Pages : 261 pages
Book Rating : 4.51/5 ( download)

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Download or read book Neural Networks in Finance written by Paul D. McNelis and published by Elsevier. This book was released on 2005-01-20 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : Dirk Emma Baestaens
Publisher : Pitman Publishing
ISBN 13 :
Total Pages : 274 pages
Book Rating : 4.16/5 ( download)

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Download or read book Neural Network Solutions for Trading in Financial Markets written by Dirk Emma Baestaens and published by Pitman Publishing. This book was released on 1994 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offers an alternative technique in forecasting to the traditional techniques used in trading and dealing. The book explains the shortcomings of traditional techniques and shows how neural networks overcome many of the disadvantages of these traditional systems.

Author : Mark T. Leung
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.39/5 ( download)

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Download or read book Application of Neural Networks to an Emerging Financial Market written by Mark T. Leung and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Although there exists some studies which deal with the issues of forecasting stock market index and development of trading strategies, most of the empirical findings are associated with the developed financial markets (e.g., U.S., U.K., and Japan). Currently, many international investment bankers and brokerage firms have major stakes in overseas markets. Given the economic success of Taiwan in the last two decades, the financial markets in this Asian country have attracted considerable global investments. Our study models and predicts the TSE Index using neural networks. Their performance is compared with that of parametric forecasting approaches, namely the Generalized Methods of Moments (GMM) and random walk. These rapidly growing financial markets are usually characterized by high volatility, relatively smaller capitalization, and less price efficiency, features which may hinder the effectiveness of those forecasting models developed for established markets. The good performance of the PNN suggests that the neural network models are useful in predicting the direction of index returns. Furthermore, PNN has demonstrated a stronger predictive power than both the GMM-Kalman filter and the random walk forecasting models. This superiority is partially attributed to PNN's ability to identify outliers and erroneous data. Compared to the other two parametric techniques examined in this study, PNN does not require any assumption of the underlying probability density functions of the class populations. The trading experiment shows that the PNN-guided trading strategies obtain higher profits than the other investment strategies utilizing the market direction generated by the parametric forecasting methods. In addition, the PNN-guided trading with multiple triggering thresholds is generally better than the one with single triggering thresholds. The multiple threshold version is able to consider the degree of certainty of a particular PNN classification and thereby reduce potential loss in the market.

Author : E. Michael Azoff
Publisher :
ISBN 13 :
Total Pages : 224 pages
Book Rating : 4.39/5 ( download)

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Download or read book Neural Network Time Series written by E. Michael Azoff and published by . This book was released on 1994-09-27 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensively specified benchmarks are provided (including weight values), drawn from time series examples in chaos theory and financial futures. The book covers data preprocessing, random walk theory, trading systems and risk analysis. It also provides a literature review, a tutorial on backpropagation, and a chapter on further reading and software.

Author : Andrea Beltratti
Publisher :
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.02/5 ( download)

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Download or read book Neural Networks for Economic and Financial Modelling written by Andrea Beltratti and published by . This book was released on 1996 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The field of economics and finance is one of the few areas where the need for neural network applications is increasing. This book investigates the use of neural networks in developing real-world applications to help economists and financial strategists predict the movement of the markets.

Author : Kamruzzaman, Joarder
Publisher : IGI Global
ISBN 13 : 1591406722
Total Pages : 299 pages
Book Rating : 4.23/5 ( download)

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Download or read book Artificial Neural Networks in Finance and Manufacturing written by Kamruzzaman, Joarder and published by IGI Global. This book was released on 2006-03-31 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book presents a variety of practical applications of neural networks in two important domains of economic activity: finance and manufacturing"--Provided by publisher.