000			01728nam a2200229Ia 4500
003			NULRC
005			20250520100719.0
008			250520s9999 xx 000 0 und d
020			_a9781627345033
040			_cNULRC
050			_aQA 76.9.S63 .S64 2014
245		0	_aSoft-computing in capital market / _cedited by Dr. Jibendu Kumar Mantri
260			_aFlorida, United States : _bBrownWalker Press, _cc2014
300			_a193 pages ;
365			_bUSD331.51
504			_aIncludes bibliographical references.
505			_aChapter1. 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
520			_aThis 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.
650			_aSOFT-COMPUTING
700			_aJibendu Kumar Mantri. _eeditor
942			_2lcc _cBK
999			_c12190 _d12190