Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modelin...
Κύριοι συγγραφείς: | Mostafa, Fahed (Συγγραφέας), Dillon, Tharam (Συγγραφέας), Chang, Elizabeth (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
Σειρά: | Studies in Computational Intelligence,
697 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Παρόμοια τεκμήρια
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Foreign-Exchange-Rate Forecasting With Artificial Neural Networks
ανά: Yu, Lean, κ.ά.
Έκδοση: (2007) -
Agent-Based Modeling The Santa Fe Institute Artificial Stock Market Model Revisited /
ανά: Ehrentreich, Norman
Έκδοση: (2008) -
Quantitative Financial Risk Management
Έκδοση: (2011) -
Macroeconomic Analysis and Economic Policy Based on Parametric Control
ανά: Ashimov, Abdykappar A., κ.ά.
Έκδοση: (2012) -
Macroeconomic Analysis and Parametric Control of a National Economy
ανά: Ashimov, Abdykappar A., κ.ά.
Έκδοση: (2013)