Neural Networks and the Financial Markets Predicting, Combining and Portfolio Optimisation |
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| Author:
| Shadbolt, Jimmy
Taylor, John Gerald |
| Series title: | Perspectives in Neural Computing Ser. |
| ISBN: | 978-1-85233-531-1 |
| Publication Date: | Jan 2002 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | AUD $338.95 |
Book Description:
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This book looks at how research into predicting the financial markets has progressed in recent years. The first section of the book describes the financial markets and asks whether they are indeed predictable, given the number of possible economic and financial variables. The second section surveys existing prediction models and looks at how these can be refined so as to provide the best prediction of the market's value at the next time step i.e. in one month's time. The third and...
More DescriptionThis book looks at how research into predicting the financial markets has progressed in recent years. The first section of the book describes the financial markets and asks whether they are indeed predictable, given the number of possible economic and financial variables. The second section surveys existing prediction models and looks at how these can be refined so as to provide the best prediction of the market's value at the next time step i.e. in one month's time. The third and forth sections look at the theory of specific prediction models and their applications, whilst the final section discusses possible future developments i.e. so that prediction models can be made more immune to sudden global changes.