Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk (Record no. 12404)
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000 -LEADER | |
---|---|
fixed length control field | 03318nam a22005775i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-51668-4 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20211203094559.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 170302s2017 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783319516684 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | AIKTC-KRRC |
041 ## - LANGUAGE CODE | |
Language code of text/sound track or separate title | ENG |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | UYQ |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | TEC009000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | UYQ |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 006.3 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Mostafa, Fahed. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk |
Medium | [electronic resource] / |
250 ## - EDITION STATEMENT | |
Edition statement | 1st ed. 2017. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Cham : |
Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2017. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | X, 171 p. 23 illus. |
Other physical details | | Binding - Card Paper | |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | Studies in Computational Intelligence, |
International Standard Serial Number | 1860-949X ; |
Volume/sequential designation | 697 |
520 ## - SUMMARY, ETC. | |
Summary, etc. | The results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. . |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Computer Engineering |
9 (RLIN) | 4622 |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Artificial Intelligence. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Macroeconomics/Monetary Economics//Financial Economics. |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Operations Research/Decision Theory. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Dillon, Tharam. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Chang, Elizabeth. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer Nature eBook |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319516660 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319516677 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319847139 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Studies in Computational Intelligence, |
International Standard Serial Number | 1860-949X ; |
Volume/sequential designation | 697 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-51668-4 |
Public note | Click here to access eBook in Springer Nature platform. (Within Campus only.) |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eBooks |
Source of classification or shelving scheme |
No items available.