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

Contributor(s):

Jibendu Kumar Mantri [editor]

Material type: Text

TextPublication details: Florida, United States : BrownWalker Press, c2014Description: 193 pagesISBN:

9781627345033

Subject(s):

SOFT-COMPUTING

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	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

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Includes bibliographical references.

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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