Forecasting Financial Markets

Forecasting Financial Markets

Exchange Rates, Interest Rates and Asset Management

Dunis, Christian L.

John Wiley & Sons Inc

08/1996

324

Dura

Inglês

9780471966531

15 a 20 dias

582

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Partial table of contents:

MODELLING WITH HIGH FREQUENCY DATA.

Forecasting Foreign Exchange Rates Subject to De-Volatilization (B.Zhou).

Dynamic Strategies: A Correlation Study (E. Acar & P.Lequeux).

THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.

Using Option Prices to Estimate Realignment Probabilities in theEuropean Monetary System (A. Malz).

Efficiency Test with Overlapping Data: An Application to theCurrency Options Market (C. Dunis & A. Keller).

APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.

The Use of Error Feedback Terms in Neural Network Modelling ofFinancial Time Series ( A. Burgess & A. Refenes).

An Evolutionary Algorithm for Portfolio Selection within a DownsideFramework ( A. Loraschi & A. Tettamanzi).

Index.
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markets; large; financial; number; participants; different appetites; risk; different; reactions; forecasting; traders; grown; mathematical; therefore; sophisticated; competitors; investors seek; international researchers; major