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Forventes på lager: 04-05-2018
This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling.
| Forlag | Springer International Publishing AG |
| Forfattere | Fahed Mostafa, Tharam Dillon, Elizabeth Chang |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover reprint of the original 1st ed. 2017 |
| Udgivelsesdato | 04-05-2018 |
| Første udgivelsesår | 2018 |
| Serie | Studies in Computational Intelligence |
| Illustrationer | 23 Illustrations, black and white |
| Originalsprog | Switzerland |
| Sideantal | 171 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 171 pages, 23 Illustrations, black and white |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783319847139 |