rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Forecasting and Hedging in the Foreign Exchange Markets
  name:
    name part: Ullrich, Christian.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2009
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVIII, 207 p. 43 illus. online resource.
  abstract: The growing complexity of many real world problems is one of the biggest challenges of our time. The area of international finance is one prominent example where decision making is often fraud to mistakes, and tasks such as forecasting, trading and hedging exchange rates seem to be too difficult to expect correct or at least adequate decisions. From the high complexity of the foreign exchange market and related decision problems, the author derives the necessity to use tools from Machine Learning and Artificial Intelligence, e.g. Support Vector Machines, and to combine such methods with sophisticated financial modelling techniques. The suitability of this combination of ideas is demonstrated by an empirical study and by simulation.
  table of contents: Motivation -- Analytical Outlook -- Foreign Exchange Market Predictability -- Equilibrium Relationships -- Market Efficiency Concepts -- Views from Complexity Theory -- Conclusions -- Exchange Rate Forecasting with Support Vector Machines -- Statistical Analysis of Daily Exchange Rate Data. -- Support Vector Classification -- Description of Empirical Study and Results -- Exchange Rate Hedging in a Simulation/Optimization Framework -- Preferences over Probability Distributions -- Problem Statement and Computational Complexity -- Model Implementation -- Simulation/Optimization Experiments -- Contributions of the Dissertation -- Exchange Rate Forecasting with Support Vector Machines -- References -- Exchange Rate Hedging in a Simulation/Optimization Framework.
  note: by Christian Ullrich.
  subject:
    topic: Information technology
  subject:
    topic: Business
    topic: Data processing
  subject:
    topic: Finance
  subject:
    topic: Artificial intelligence
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Macroeconomics
  subject:
    topic: Economics
  subject:
    topic: Macroeconomics/Monetary Economics//Financial Economics
  subject:
    topic: Artificial Intelligence (incl. Robotics)
  subject:
    topic: Quantitative Finance
  subject:
    topic: Finance, general
  subject:
    topic: IT in Business
  classification: HB172.5
  classification: 339
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Lecture Notes in Economics and Mathematical Systems, 623
  identifier: 9783642004957
  identifier: http://dx.doi.org/10.1007/978-3-642-00495-7
  record info:
    record creation date: 100301
    record change date: 20151204150016.0
    record identifier: 978-3-642-00495-7