Neural Networks and the Financial Markets

Beschreibung

Provides the most up-to-date overview of information processing techniques as applied to cutting-edge financial problems Includes supplementary material: sn.pub/extras
This book looks at how research into predicting the financial markets has progressed in recent years. The first section of the book describes the financial markets and asks whether they are indeed predictable, given the number of possible economic and financial variables. The second section surveys existing prediction models and looks at how these can be refined so as to provide the best prediction of the market's value at the next time step i.e. in one month's time. The third and forth sections look at the theory of specific prediction models and their applications, whilst the final section discusses possible future developments i.e. so that prediction models can be made more immune to sudden global changes.

Autor*in

Jimmy Shadbolt

Themen in »Neural Networks and the Financial Markets«

Arbitrage Bond prediction Bonds Equity index prediction Finance Financial markets Neural networks Portfolio Portfolio optimisation Time series prediction learning modeling optimization sets

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