DECISION TECHNOLOGIES FOR FINANCIAL ENGINEERING - PROCEEDINGS OF THE FOURTH INTERNATIONAL CONFERENCE ON NEURAL NETWORKS IN THE CAPITAL MARKETS (NNCM '96)

Language: English

Published by World Scientific Publishing Co Pte Ltd, SG, 1997

9810231245 / 9789810231248

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This 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.

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Title
DECISION TECHNOLOGIES FOR FINANCIAL ENGINEERING - PROCEEDINGS OF THE FOURTH INTERNATIONAL CONFERENCE ON NEURAL NETWORKS IN THE CAPITAL MARKETS (NNCM '96)
Author
Yaser Abu-Mostafa
Publisher
World Scientific Publishing Co Pte Ltd, SG
Publication year
1997
Condition
New
Binding
Paperback
Language
English
ISBN 10
9810231245
ISBN 13
9789810231248

Rarewaves.com UK

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