Neural networks and the financial markets : predicting, combining and portfolio optimisation

＜図書＞
Neural networks and the financial markets : predicting, combining and portfolio optimisation

責任表示	Jimmy Shadbolt and John G. Taylor (eds.)
シリーズ	Perspectives in neural computing
データ種別	図書
出版情報	London : Springer , c2002
本文言語	英語
大きさ	xiii, 273 p. : ill. ; 24 cm
概要	This volume looks at financial prediction from a broad range of perspectives. It covers: - the economic arguments - the practicalities of the markets - how predictions are used - how predictions are ...ade - how predictions are turned into something usable (asset locations) It combines a discussion of standard theory with state-of-the-art material on a wide range of information processing techniques as applied to cutting-edge financial problems. All the techniques are demonstrated with real examples using actual market data, and show that it is possible to extract information from very noisy, sparse data sets. Aimed primarily at researchers in financial prediction, time series analysis and information processing, this book will also be of interest to quantitative fund managers and other professionals involved in financial prediction. 続きを見る

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	P 002/NEUR/1	2002		023212002004516		予約・取寄			予約・取寄

一般注記	Bibliography: p. 261-268 Includes index
著者標目	Shadbolt, Jimmy, 1951- Taylor, John Gerald, 1931-
件　名	LCSH:Neural networks (Computer science) LCSH:Finance -- Data processing 全ての件名で検索
分　類	LCC:QA76.87 DC21:006.32
書誌ID	1001405012
ISBN	1852335319
NCID	BA59574682
巻冊次	ISBN:1852335319
NBN	BA254046
登録日	2009.11.02
更新日	2009.11.02