Neural networks in finance : gaining predictive edge in the market /

By:

McNelis, Paul D

Material type: Text

TextSeries: Academic Press advanced finance seriesPublication details: Burlington, MA : Elsevier Academic Press, c2005.Description: xv, 243 pISBN:

0124859674
9780124859678

Subject(s):

DDC classification:

332.0285'632 MCN

LOC classification:

HG4012.5 .M38 2005

Online resources:

Summary: 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.

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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.0285'632 MCN (Browse shelf(Opens below))	c.1	Available	31008100566179
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.0285’632 MCN (Browse shelf(Opens below))	c. 1	Available	31008100008008
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.0285’632 MCN (Browse shelf(Opens below))	c. 2	Available	31008100008016
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	332.0285'632 MCN (Browse shelf(Opens below))		Available	31008100731070
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.0285'632 MCN (Browse shelf(Opens below))	c.1	Available	31008100652631
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.0285'632 MCN (Browse shelf(Opens below))	c.1	Available	31008100765169
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.0285'632 MCN (Browse shelf(Opens below))	c.1	Available	31008100708144

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Previous	332/.042 ROL International capital movements, debt, and monetary system =	332.01'5195 FRA Statistics of financial markets :	332.024'091724 FIN Financial inclusion, innovation, and investments :	332.0285'632 MCN Neural networks in finance :	332.0415'09669 MBA Equity financing in nigeria	332.04'2 KAL International financial transactions and exchange rates :	332.042'4 OBA Foreign capital flows and external debt :	Next

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.

rpm 09/05/13

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