Neural Networks In The Capital Markets

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Neural Networks In Finance

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Author : Paul D. McNelis
language : en
Publisher: Elsevier
Release Date : 2005-01-20

Neural Networks In Finance written by Paul D. McNelis and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-20 with Computers categories.

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

Neural Networks In The Capital Markets

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Author : Apostolos-Paul Refenes
language : en
Publisher: Wiley
Release Date : 1995-03-28

Neural Networks In The Capital Markets written by Apostolos-Paul Refenes and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-03-28 with Business & Economics categories.

Based on original papers which represent new and significant research, developments and applications in finance and investment. The author takes a pragmatic view of neural networks, treating them as computationally equivalent to well-understood, non-parametric inference methods in decision science. The author also makes comparisons with established techniques where appropriate.

Methods For Decision Making In An Uncertain Environment

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Author : Jaime Gil Aluja
language : en
Publisher: World Scientific
Release Date : 2012

Methods For Decision Making In An Uncertain Environment written by Jaime Gil Aluja and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.

This book contains a selection of the papers presented at the XVII SIGEF Congress. It presents fuzzy logic, neural networks and other intelligent techniques applied to economic and business problems. This book is very useful for researchers and graduate students aiming to introduce themselves to the field of quantitative techniques for overcoming uncertain environments. The contributors are experienced scholars of different countries who offer real world applications of these mathematical techniques.

Empirical Asset Pricing

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Author : Wayne Ferson
language : en
Publisher: MIT Press
Release Date : 2019-03-12

Empirical Asset Pricing written by Wayne Ferson and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-03-12 with Business & Economics categories.

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.

Supply Chain And Finance

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Author : Panos M. Pardalos
language : en
Publisher: World Scientific
Release Date : 2004

Supply Chain And Finance written by Panos M. Pardalos and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.

This book describes recently developed mathematical models, methodologies, and case studies in diverse areas, including stock market analysis, portfolio optimization, classification techniques in economics, supply chain optimization, development of e-commerce applications, etc. It will be of interest to both theoreticians and practitioners working in economics and finance.

Soft Computing In Capital Market

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Author : Jibendu Kumar Mantri
language : en
Publisher: Universal-Publishers
Release Date : 2014-06-03

Soft Computing In Capital Market written by Jibendu Kumar Mantri and has been published by Universal-Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-03 with Business & Economics categories.

Computational Finance, an exciting new cross-disciplinary research area, depends extensively on the tools and techniques of computer science, statistics, information systems and financial economics for educating the next generation of financial researchers, analysts, risk managers, and financial information technology professionals. This new discipline, sometimes also referred to as "Financial Engineering" or "Quantitative Finance" needs professionals with extensive skills both in finance and mathematics along with specialization in computer science. Soft-Computing in Capital Market hopes to fulfill the need of applications of this offshoot of the technology by providing a diverse collection of cross-disciplinary research. This edited volume covers most of the recent, advanced research and practical areas in computational finance, starting from traditional fundamental analysis using algebraic and geometric tools to the logic of science to explore information from financial data without prejudice. Utilizing various methods, computational finance researchers aim to determine the financial risk with greater precision that certain financial instruments create. In this line of interest, twelve papers dealing with new techniques and/or novel applications related to computational intelligence, such as statistics, econometrics, neural- network, and various numerical algorithms are included in this volume.

Neural Networks And The Financial Markets

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Author : Jimmy Shadbolt
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-08-06

Neural Networks And The Financial Markets written by Jimmy Shadbolt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-08-06 with Business & Economics categories.

This is abook about the methods developed byour research team, over a period of 10years, for predicting financial market returns. Thework began in late 1991, at a time when one ofus (Jimmy Shadbolt) had just completed a rewrite of the software used at Econostat by the economics team for medium-term trend prediction of economic indica- tors.Looking for anewproject, itwassuggestedthatwelook atnon-linear modelling of financial markets, and that a good place to start might be with neural networks. One small caveat should be added before we start: we use the terms "prediction" and "prediction model" throughout the book, although, with only such a small amount of information being extracted about future performance, can we really claim to be building predictors at all? Some might saythat the future ofmarkets, especially one month ahead, is too dim to perceive. We think we can claim to "predict" for two reasons. Firstlywedoindeedpredictafewper cent offuturevalues ofcertainassets in terms ofpast values ofcertainindicators, asshown by our trackrecord. Secondly, we use standard and in-house prediction methods that are purely quantitative. Weallow no subjective viewto alter what the models tell us. Thus weare doing prediction, even if the problem isvery hard. So while we could throughout the book talk about "getting a better view of the future" or some such euphemism, we would not be correctly describing what it isweare actually doing. Weare indeed getting abetter view of the future, by using prediction methods.

Artificial Intelligence For Capital Markets

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Author : Syed Hasan Jafar
language : en
Publisher: CRC Press
Release Date : 2023-05-15

Artificial Intelligence For Capital Markets written by Syed Hasan Jafar and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-15 with Computers categories.

Artificial Intelligence for Capital Market throws light on the application of AI/ML techniques in the financial capital markets. This book discusses the challenges posed by the AI/ML techniques as these are prone to "black box" syndrome. The complexity of understanding the underlying dynamics for results generated by these methods is one of the major concerns which is highlighted in this book. Features: Showcases artificial intelligence in finance service industry Explains credit and risk analysis Elaborates on cryptocurrencies and blockchain technology Focuses on the optimal choice of asset pricing model Introduces testing of market efficiency and forecasting in the Indian stock market This book serves as a reference book for academicians, industry professionals, traders, finance managers and stock brokers. It may also be used as textbook for graduate level courses in financial services and financial analytics.

Computing Intelligence In Capital Market

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Author : Asef Yelghi
language : en
Publisher: Springer Nature
Release Date : 2024-04-29

Computing Intelligence In Capital Market written by Asef Yelghi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-04-29 with Computers categories.

The book is divided into sections according to the content of the chapters. The first section covers AI concepts with NP and financial issues. The second section covers AI techniques in relation to Fintech issues. The remaining sections are implementation and analysis. As science and technology development and algorithms are widely used in various fields, their influence and development have increased efficiency and productivity. The introduction of algorithms in the financial field has not been an exception to this. In recent years, the growth and development of the financial system have been in sync with the growth of technology. Fintechs were born at the intersection of these two sectors. What happens through the application of computer knowledge in the financial field, or the examination of the efficiency and effectiveness of their use and the interaction and combination of these two fields has been written very infrequently in the majority of books. In Fintech, there are problems that researchers focus on such as customer support, portfolio management, trading algorithms, fraud detection, credit risk assessment, insurance, and wealth management. The mentioned problems are complex and are mapped to NP problems in the field of artificial intelligence. In the last two decades, optimization algorithms, neural networks, and deep learning have been widely applied in many scientific and engineering fields to solve the mentioned problems. The purpose of this book is to provide the reader with the most used artificial intelligence methods for scientific and engineering problems. This book is used by students, scientists, and practitioners in various fields. The chapters are self-explanatory, and the reader can read each one separately. They describe the algorithm used, the chosen problem, and the implementation. In addition, practical examples, comparisons, and experimental results are presented.

Neural Networks In Financial Engineering

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Author : Apostolos-Paul Refenes
language : en
Publisher: World Scientific Publishing Company Incorporated
Release Date : 1996

Neural Networks In Financial Engineering written by Apostolos-Paul Refenes and has been published by World Scientific Publishing Company Incorporated this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.

Recoge 50 trabajos de investigación originales agrupados en 6 apartados: Derivados y modelos estructurados; Cambio exterior; Valores y materias primas; Modelos de riesgo y peligro empresarial; Macroeconomía y finanzas al por menor; Estado de la cuestión en metodología.