Wavelet neural networks : with applications in financial engineering, chaos, and classification /

• Main Author: Alexandridis, Antonis K.
• Other Authors: Zapranis, Achilleas, 1965-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
• Subjects: Wavelets (Mathematics); Neural networks (Computer science); Financial engineering.; COMPUTERS > General.; Electronic books.

Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applic...

Table of Contents:

• Machine learning and financial engineering
• Neural networks
• Wavelet neural networks
• Model selection : selecting the architecture of the network
• Variable selection : determining the explanatory variables
• Model adequacy testing : determining the networks future performance
• Modeling the uncertainty: from point estimates to prediction intervals
• Modeling financial temperature derivatives
• Modeling financial wind derivatives
• Predicting chaotic time series
• Classification of breast cancer cases.