| Document Type
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BL
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| Record Number
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603664
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| Doc. No
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GBA254046b432883
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GBA2W3931b432883
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| Title & Author
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Neural networks and the financial markets : : predicting, combining, and portfolio optimisation /\ Jimmy Shadbolt and John G. Taylor (eds.)
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| Publication Statement
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London :: Springer,, 2002
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| Series Statement
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Perspectives in neural computing
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| Page. NO
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xiii, 273 pages :: illustrations ;; 24 cm
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| ISBN
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1852335319
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: 9781852335311
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| Bibliographies/Indexes
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Includes bibliographical references (pages 261-268) and index
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| Contents
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Pt. I. Introduction to Prediction in the Financial Markets -- 1. Introduction to the Financial Markets -- 2. Univariate and Multivariate Time Series Predictions -- 3. Evidence of Predictability in Financial Markets -- 4. Bond Pricing and the Yield Curve -- 5. Data Selection -- Pt. II. Theory of Prediction Modelling -- 6. General Form of Models of Financial Markets -- 7. Overfitting Generalisation and Regularisation -- 8. The Bootstrap, Bagging and Ensembles -- 9. Linear Models -- 10. Input Selection -- Pt. III. Theory of Specific Prediction Models -- 11. Neural Networks -- 12. Learning Trading Strategies for Imperfect Markets -- 13. Dynamical Systems Perspective and Embedding -- 14. Vector Machines -- 15. Bayesian Methods and Evidence -- Pt. IV. Prediction Model Applications -- 16. Yield Curve Modelling -- 17. Predicting Bonds Using the Linear Relevance Vector Machine -- 18. Artificial Neural Networks -- 19. Adaptive Lag Networks -- 20. Network Integration -- 21. Cointegration -- 22. Joint Optimisation in Statistical Arbitrage Trading -- 23. Univariate Modelling -- 24. Combining Models -- Pt. V. Optimising and Beyond -- 25. Portfolio Optimisation -- 26. Multi-Agent Modelling -- 27. Financial Prediction Modelling: Summary and Future Avenues
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| Subject
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Neural networks (Computer science)
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| Subject
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Finance-- Data processing
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| Subject
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Finanzas-- Procesamiento electrónico de datos
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| Dewey Classification
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006.3/2
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| LC Classification
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QA76.87.N47915 2002
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| Added Entry
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Shadbolt, Jimmy,1951-
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Taylor, J. G., (John Gerald),1931-2012
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