Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Neural Networks and the Financial Markets: Predicting, Combining and Portfolio Optimisation

Neural Networks and the Financial Markets: Predicting, Combining and Portfolio Optimisation (Paperback)

£135.00
Printed to order. Despatched in 2-3 weeks.
Email me when back in stock

Synopsis

This is abook about the methods developed byour research team,over a period of 10years, for predicting financial market returns. Thework began in late 1991,at a time when one ofus (Jimmy Shadbolt) had just completed a rewrite of the software used at Econostat by the economics team for medium-term trend prediction of economic indica- tors.Looking for anewproject,itwassuggestedthatwelook atnon-linear modelling of financial markets, and that a good place to start might be with neural networks. One small caveat should be added before we start: we use the terms "prediction" and "prediction model" throughout the book, although, with only such a small amount of information being extracted about future performance, can we really claim to be building predictors at all? Some might saythat the future ofmarkets, especially one month ahead, is too dim to perceive. We think we can claim to "predict" for two reasons. Firstlywedoindeedpredictafewper cent offuturevalues ofcertainassets in terms ofpast values ofcertainindicators, asshown by our trackrecord. Secondly, we use standard and in-house prediction methods that are purely quantitative.

Weallow no subjective viewto alter what the models tell us. Thus weare doing prediction, even if the problem isvery hard. So while we could throughout the book talk about "getting a better view of the future" or some such euphemism, we would not be correctly describing what it isweare actually doing. Weare indeed getting abetter view of the future, by using prediction methods.

BusinessFinance & accountingFinanceInvestment & securitiesComputing & ITComputer scienceArtificial intelligenceNeural networks & fuzzy systems Publisher: Springer London Ltd Publication Date: 06/08/2002 ISBN-13: 9781852335311  Details: Type: Paperback Format: Books
Availability: Printed to order. Despatched in 2-3 weeks.  

More books by Jimmy Shadbolt

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Second Class Available free for ALL orders. No charge for each additional book. 3-7 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

The Psychology of Investing
(Paperback)
John R. Nofsinger
 
 
£49.96
 
The Shadow Banking System: Creating...
(Paperback)
Valerio Lemma
 
 
£75.00
 

Currently out of stock

IOC IT In Investment Operations...
(Paperback)
BPP Learning Media
 
 
£30.00
 
IOC IT In Investment Operations...
(Paperback)
BPP Learning Media
 
 
£20.00
 
Latest Blog
Blog - J R Wallis on Monsters as Metaphors
16/08/2017

J R Wallis questions the conventional view of monsters as metaphors for the worries we have about the state of the world around us.

#FoylesFive: Creative Women
14/08/2017

Meg from the Web Team tells us why she loves to learn about creative, dynamic women.

Blog - What are the Books Teachers Never Tire of Teaching?
14/08/2017

The Secret Teacher talks about the books that keep on giving year after year.

View all Blog Entries
Twitter
Show/Hide Tweets
© W&G Foyle Ltd