By
Paul McNelis, Robert Bendheim Professor of International Economic and Financial Policy at Fordham University Graduate School of Business. Professor of Economics at Georgetown University until 2004.

Description
This book explores the intuitive appeal of neural networks and the genetic algorithm in finance. It demonstrates how neural networks used in combination with evolutionary computation outperform classical econometric methods for accuracy in forecasting, classification and dimensionality reduction. McNelis utilizes a variety of examples, from forecasting automobile production and corporate bond spread, to inflation and deflation processes in Hong Kong and Japan, to credit card default in Germany to bank failures in Texas, to cap-floor volatilities in New York and Hong Kong.

ISBN: 0-12-485967-4, 256 pages, publication date: 2005
Imprint: ACADEMIC PRESS
Price:USD 74.95

為鼓勵讀書風氣，降價為5元。

[此贴子已经被作者于2006-12-8 21:53:01编辑过]