Neural networks in finance :
McNelis, Paul D.
Neural networks in finance : gaining predictive edge in the market / - Burlington, MA : Elsevier Academic Press, c2005. - xv, 243 p. : - Academic Press advanced finance series .
Includes bibliographical references p. ( [221]-231).
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.
0124859674 9780124859678
Finance
Neural networks (Computer science)
Decision making - data processing
HG4012.5 / .M38 2005
332.0285'632 / MCN
Neural networks in finance : gaining predictive edge in the market / - Burlington, MA : Elsevier Academic Press, c2005. - xv, 243 p. : - Academic Press advanced finance series .
Includes bibliographical references p. ( [221]-231).
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.
0124859674 9780124859678
Finance
Neural networks (Computer science)
Decision making - data processing
HG4012.5 / .M38 2005
332.0285'632 / MCN