Neural Networks in Finance:Gaining Predictive Edge in the Market.pdf
1 Introduction 1
1.1 Forecasting, Classification, and Dimensionality
Reduction . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Synergies . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 The Interface Problems . . . . . . . . . . . . . . . . . . . 6
1.4 Plan of the Book
I Econometric Foundations 11
2 What Are Neural Networks?
3Estimation of a Network with Evolutionary Computation
4 Evaluation of Network Estimation
II Applications and Examples
5 Estimating and Forecasting with Artificial Data
6 Times Series: Examples from Industry and Finance
7 Inflation and Deflation: Hong Kong and Japan
8 Classification: Credit Card Default and Bank Failures
9 Dimensionality Reduction and Implied Volatility
Forecasting
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