Neural Networks in Finance. Gaining Predictive Edge in the Market [McNelis P.D.]

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1、NeuralNetworksinFinance:GainingPredictiveEdgeintheMarketNeuralNetworksinFinance:GainingPredictiveEdgeintheMarketPaulD.McNelisAmsterdam•Boston•Heidelberg•London•NewYork•OxfordParis•SanDiego•SanFrancisco•Singapore•Sydney•TokyoElsevierAcademicPress30CorporateDrive,Suite40

2、0,Burlington,MA01803,USA525BStreet,Suite1900,SanDiego,California92101-4495,USA84TheobaldsRoad,LondonWC1X8RR,UKThisbookisprintedonacid-freepaper.Copyright
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5、hemarket/PaulD.McNelis.p.cm.1.FinanceDecisionmakingDataprocessing.2.Neuralnetworks(Computerscience)I.Title.HG4012.5.M382005332
.0285
632dc222004022859BritishLibraryCataloguinginPublicationDataAcataloguerecordforthisbookisavailablefromtheBritishLibraryISBN:0-12-485967-4

6、ForallinformationonallElsevierAcademicPresspublicationsvisitourWebsiteatwww.books.elsevier.comPrintedintheUnitedStatesofAmerica040506070809987654321ContentsPrefacexi1Introduction11.1Forecasting,Classification,andDimensionalityReduction..........................11.2Syner

7、gies...........................41.3TheInterfaceProblems...................61.4PlanoftheBook......................8IEconometricFoundations112WhatAreNeuralNetworks?132.1LinearRegressionModel..................132.2GARCHNonlinearModels.................152.2.1PolynomialAppr

8、oximation.............172.2.2OrthogonalPolynomials...............182.3ModelTypology.......................202.4WhatIs