Neural Networks in Finance by Paul D. McNelis
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Neural Networks in Finance
By Paul D. McNelis

Neural Networks in Finance

Gaining Predictive Edge in the Market

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Format: Hardback

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Neural Networks in Finance by Paul D. McNelis

Book Description

This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong.

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Book Details

ISBN: 9780124859678
ISBN-10: 0124859674
Format: Hardback
(229mm x 152mm x 20mm)
Pages: 256
Imprint: Academic Press Inc
Publisher: Elsevier Science Publishing Co Inc
Publish Date: 14-Jan-2005
Country of Publication: United States

Books By Author Paul D. McNelis


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Author Biography - Paul D. McNelis

By Paul D. McNelis

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