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OverviewThis volume selects the best contributions from the Fourth International Conference on Neural Networks in the Capital Markets (NNCM). The conference brought together academics from several disciplines with strategists and decision makers from the financial industries.The various chapters present and compare new techniques from many areas including data mining, information systems, machine learning, and statistical artificial intelligence. The volume focuses on evaluating their usefulness for problems in computational finance and financial engineering.Applications — risk management; asset allocation; dynamic trading and hedging; forecasting; trading cost control. Markets — equity; foreign exchange; bond; commodity; derivatives; Approaches — data mining; statistical AI; machine learning; Monte Carlo simulation; bootstrapping; genetic algorithms; nonparametric methods; fuzzy logic.The chapters emphasizes in-depth and comparative evaluation with established approaches. Full Product DetailsAuthor: Yaser Abu-mostafa (California Inst Of Tech, Usa) , Apostolos-paul Refenes (London Business School, Uk) , Andreas S Weigend (New York Univ, Usa) , A.-P.N. Refenes (London Business School)Publisher: World Scientific Publishing Co Pte Ltd Imprint: World Scientific Publishing Co Pte Ltd Volume: 7 ISBN: 9789810231248ISBN 10: 9810231245 Pages: 436 Publication Date: 11 December 1997 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |