| 000 | 01575cam a22003014a 4500 | ||
|---|---|---|---|
| 008 | 040929t2005 mauadloerb 001 0 eng | ||
| 020 | _a0124859674 | ||
| 020 | _a9780124859678 | ||
| 040 |
_aDLC _cDLC |
||
| 050 | 0 | 0 |
_aHG4012.5 _b.M38 2005 |
| 082 | 0 | 0 |
_a332.0285'632 _bMCN |
| 100 | 1 | _aMcNelis, Paul D. | |
| 245 | 1 | 0 |
_aNeural networks in finance : _bgaining predictive edge in the market / |
| 260 |
_aBurlington, MA : _bElsevier Academic Press, _cc2005. |
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| 300 | _axv, 243 p. : | ||
| 440 | 0 | _aAcademic Press advanced finance series | |
| 504 | _aIncludes bibliographical references p. ( [221]-231). | ||
| 520 | _aThis 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. | ||
| 590 | _arpm 09/05/13 | ||
| 591 | _aLoans | ||
| 650 | 0 | _aFinance | |
| 650 | 0 | _aNeural networks (Computer science) | |
| 650 | 0 | _aDecision making - data processing | |
| 856 | 4 | 1 | _uhttp://www.loc.gov/catdir/toc/ecip051/2004022859.html |
| 856 | 4 | 2 | _uhttp://www.loc.gov/catdir/enhancements/fy0617/2004022859-d.html |
| 942 |
_2ddc _cBOOK |
||
| 949 | _a332.0285'632 MCN | ||
| 999 |
_c689 _d689 |
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