000 | 03318nam a22005775i 4500 | ||
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999 |
_c12404 _d12404 |
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001 | 978-3-319-51668-4 | ||
003 | DE-He213 | ||
005 | 20211203094559.0 | ||
008 | 170302s2017 gw | s |||| 0|eng d | ||
020 | _a9783319516684 | ||
040 | _cAIKTC-KRRC | ||
041 | _aENG | ||
072 | 7 |
_aUYQ _2bicssc |
|
072 | 7 |
_aTEC009000 _2bisacsh |
|
072 | 7 |
_aUYQ _2thema |
|
082 | 0 | 4 |
_a006.3 _223 |
100 | 1 |
_aMostafa, Fahed. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
245 | 1 | 0 |
_aComputational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk _h[electronic resource] / |
250 | _a1st ed. 2017. | ||
264 | 1 |
_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2017. |
|
300 |
_aX, 171 p. 23 illus. _bCard Paper |
||
336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
||
347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aStudies in Computational Intelligence, _x1860-949X ; _v697 |
|
520 | _aThe 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 |
_aComputer Engineering _94622 |
|
653 | _aArtificial Intelligence. | ||
653 | _aMacroeconomics/Monetary Economics//Financial Economics. | ||
653 | _aOperations Research/Decision Theory. | ||
700 | 1 |
_aDillon, Tharam. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
700 | 1 |
_aChang, Elizabeth. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer Nature eBook | |
776 | 0 | 8 |
_iPrinted edition: _z9783319516660 |
776 | 0 | 8 |
_iPrinted edition: _z9783319516677 |
776 | 0 | 8 |
_iPrinted edition: _z9783319847139 |
830 | 0 |
_aStudies in Computational Intelligence, _x1860-949X ; _v697 |
|
856 | 4 | 0 |
_uhttps://doi.org/10.1007/978-3-319-51668-4 _zClick here to access eBook in Springer Nature platform. (Within Campus only.) |
942 |
_cEBOOKS _2ddc |