Soft-computing in capital market / 
edited by Dr. Jibendu Kumar Mantri 
 - Florida, United States :  BrownWalker Press,  c2014 
 - 193 pages ; 
<br/><br/>Includes bibliographical references. 
<br/><br/>Chapter1. A comparison analysis of modeling stock price prediction -- Chapter2. Structure break identification in stock market data by using wavelet transform -- Chapter3. Design of cognitive investor making decision for an artificial stock market simulation -- Chapter4. Fuzzy model for analysis and forecasting of financial stability -- Chapter5. Large-scale portfolio optimization with DEoptim -- Chapter6. Evaluation of sectoral success with respect to financial ration -- Chapter7. Pricing brazilian fixed income options with feed-forward and recurrent neutral network -- Chapter8. Chinese stock price -- Chapter9. Variants of self organizing maps -- Chapter10. Applying GMDH-type neutral network -- Chapter11. Design neutral network for stock market volatility -- Chapter12. Artificial neutral networks 
<br/><br/> This edited books covers most of the recent and advance research and practical areas in computational finance starting from traditional fundamental analysis using algebraic and geometric tools to the logic of science to explore information from financial data without prejudice. 
<br/><br/><label>ISBN: </label>9781627345033 
<br/><br/><label>Subjects--Topical Terms: </label><br/>SOFT-COMPUTING
<br/><br/><label>LC Class. No.: </label>QA 76.9.S63 .S64 2014