Neural Networks in Finance : Gaining Predictive Edge in the Market

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Title: Neural Networks in Finance : Gaining Predictive Edge in the Market
Description: 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.• Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance • Includes numerous examples and applications • Numerical illustrations use MATLAB code and the book is accompanied by a website
Authors: Paul D. McNelis
Resource Type: eBook.
Subjects: Finance--Decision making--Data processing, Neural networks (Computer science)
Categories: COMPUTERS / Programming / Algorithms, BUSINESS & ECONOMICS / Economics / General
Database: eBook Collection (EBSCOhost)
FullText Links:
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  – Type: ebook-epub
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 123438
RelevancyScore: 998
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 998.4384765625
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  Data: Neural Networks in Finance : Gaining Predictive Edge in the Market
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  Data: 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.• Offers a balanced, critical review of the neural network methods and genetic algorithms used in finance • Includes numerous examples and applications • Numerical illustrations use MATLAB code and the book is accompanied by a website
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 332.0285632
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Finance--Decision making--Data processing
        Type: general
      – SubjectFull: Neural networks (Computer science)
        Type: general
    Titles:
      – TitleFull: Neural Networks in Finance : Gaining Predictive Edge in the Market
        Type: main
  BibRelationships:
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      – PersonEntity:
          Name:
            NameFull: Paul D. McNelis
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          Name:
            NameFull: Paul D. McNelis
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2005
            – D: 04
              M: 02
              Type: profile
              Y: 2014
          Identifiers:
            – Type: isbn-print
              Value: 9780124859678
            – Type: isbn-electronic
              Value: 9780080479651
          Titles:
            – TitleFull: Neural Networks in Finance : Gaining Predictive Edge in the Market
              Type: main
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