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Soft-computing in capital market / edited by Dr. Jibendu Kumar Mantri

Contributor(s): Material type: TextTextPublication details: Florida, United States : BrownWalker Press, c2014Description: 193 pagesISBN:
  • 9781627345033
Subject(s): LOC classification:
  • QA 76.9.S63 .S64 2014
Contents:
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
Summary: 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.
Item type: Books
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode
Books Books National University - Manila LRC - Annex General Circulation Gen. Ed. - CBA GC QA 76.9.S63 .S64 2014 (Browse shelf(Opens below)) c.1 Available NULIB000009949

Includes bibliographical references.

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

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.

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