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Neural network time series forecasting of financial markets

By:

Azoff E.M

Material type: Text

TextPublication details: 2000 John Wiley & Sons ChichesterDescription: ix, 196p. 24 cm ; Hard BoundSubject(s):

Finance Time-series analysis--Mathematical models Neural networks (Computer science)

Contents:

1. Introduction -- 2. Multilayer Perceptron: A Tutorial -- 3. Preprocessing Stage -- 4. Designing the Neural Network -- 5. Random Time Series and Market Prices -- 6. Benchmarks -- 7. Futures Forecasts Implementation -- 8. Further Reading and Information -- Appendix A. Backpropagation -- Appendix B. Benchmark Weights -- Appendix C. Recall Mode MLP Simulator.

Summary: A practical introduction to the use of neural networks in financial time series forecasting, this monograph encompasses such topics as data pre processing, random walk probability theory and benchmarks. Emphasis is placed on multilater perception networks, which are used in commercial applications.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 AZO (Browse shelf(Opens below))	Available		16569

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$57.70/ Rs.1829.10

1. Introduction --
2. Multilayer Perceptron: A Tutorial --
3. Preprocessing Stage --
4. Designing the Neural Network --
5. Random Time Series and Market Prices --
6. Benchmarks --
7. Futures Forecasts Implementation --
8. Further Reading and Information --
Appendix A. Backpropagation --
Appendix B. Benchmark Weights --
Appendix C. Recall Mode MLP Simulator.

A practical introduction to the use of neural networks in financial time series forecasting, this monograph encompasses such topics as data pre processing, random walk probability theory and benchmarks. Emphasis is placed on multilater perception networks, which are used in commercial applications.

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