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.
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