Forecasting Exchange rate

Name: Forecasting Exchange rate
Brand: VDM Verlag Dr. Müller
SKU: 9783639161809
Price: 246.77 PLN
Availability: InStock

Use of Neural Networks in Quantitative Finance

Autor: AK Dhamija

Język:

Oprawa: Miękka

Wydawca: VDM Verlag Dr. Müller

Dostępność: Na zamówienie

Wysyłamy za 17-27 dni

246.77 zł

Neural network methods, coming from the brain science of cognitive theory and neurophysiology, offer...

Informacje o książce

Autor

AK Dhamija

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2009

strony

140

EAN

9783639161809

Enbook ID

06824607

Wydawca

VDM Verlag Dr. Müller

Wymiary

150 x 220 x 8

Pełny opis

Neural network methods, coming from the brain science of cognitive theory and neurophysiology, offer a powerful alternative to linear and other existing non-linear models for forecasting, classification, and risk assessment in finance and economics.The objective of this thesis is to establish the use of Neural Networks and other related technologies like wavelets etc. for Quantitative Finance applications.This thesis evaluates the predictive accuracy with neural networks, encompassing forecasting, classification, and dimensionality reduction.This thesis also compares the performance of Neural network forecasting with conditional heteroscedastic models. Results show that Neural Networks can be effectively employed in forecasting of Exchange rate and Stock/Futures price, and in estimation of conditional and implied volatility of options. RBF networks do considerably better than MLP networks in extracting the information necessary to perform a good generalization from the training set.The number of hidden units used does not seem to have a straight relation with the forecast performance.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Forecasting Exchange rate

Use of Neural Networks in Quantitative Finance

Informacje o książce

Pełny opis

Możesz być zainteresowany

The Beatles 1967 - 1970 (Blue Album 2CD)

Sun Beetles: A Comedy In Nickname Land

The Ultimate Cheat Sheet for STEM Majors - Textbook Size

Cursive handwriting workbook for kids: workbook cursive, workbook tracing, cursive handwriting workbook for teens, cursive handwriting workbook for ki

Intertidal Deposits

American Tropic

Horizons Beyond

Monopsychism Mysticism Metaconsciousness

Community and Everyday Life

Thyroidectomy

Klienci, którzy kupili tę książkę, kupili również

Quale modello di educazione nell'Africa francofona?

Kommunikationsmanagement Deutscher Unternehmen in China

La bella durmiente del bosque

CECILIA ou les mémoires d'une hériti?re: Version Intégrale

Erfolgreich Menschen fuhren

Modelo de Adaptacao de Ensino Utilizando Agentes Pedagogicos

PREMIERE SUITE DE LA DESCRIPTION DES EXPERIENCES AEROSTATIQUES DE MM. DE MONTGOLFIER

Mindenem a Darts