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Author : Olaf Westheider
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 ( download)
Download or read book Stock Return Predictability : a Neural Network Approach written by Olaf Westheider and published by . This book was released on 1994 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wayne Ferson
Publisher : MIT Press
ISBN 13 : 0262039370
Total Pages : 497 pages
Book Rating : 4.2/5 (62 download)
Download or read book Empirical Asset Pricing written by Wayne Ferson and published by MIT Press. This book was released on 2019-03-12 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensive advanced introduction to asset pricing, the study of models for the prices and returns of various securities. The focus is empirical, emphasizing how the models relate to the data. The book offers a uniquely integrated treatment, combining classical foundations with more recent developments in the literature and relating some of the material to applications in investment management. It covers the theory of empirical asset pricing, the main empirical methods, and a range of applied topics. The book introduces the theory of empirical asset pricing through three main paradigms: mean variance analysis, stochastic discount factors, and beta pricing models. It describes empirical methods, beginning with the generalized method of moments (GMM) and viewing other methods as special cases of GMM; offers a comprehensive review of fund performance evaluation; and presents selected applied topics, including a substantial chapter on predictability in asset markets that covers predicting the level of returns, volatility and higher moments, and predicting cross-sectional differences in returns. Other chapters cover production-based asset pricing, long-run risk models, the Campbell-Shiller approximation, the debate on covariance versus characteristics, and the relation of volatility to the cross-section of stock returns. An extensive reference section captures the current state of the field. The book is intended for use by graduate students in finance and economics; it can also serve as a reference for professionals.
Author : Panos M. Pardalos
Publisher : World Scientific
ISBN 13 : 9789812810892
Total Pages : 292 pages
Book Rating : 4.8/5 (18 download)
Download or read book Fuzzy Sets in Management, Economics, and Marketing written by Panos M. Pardalos and published by World Scientific. This book was released on 2001 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The rapid changes that have taken place globally on the economic, social and business fronts characterized the 20th century. The magnitude of these changes has formed an extremely complex and unpredictable decision-making framework, which is difficult to model through traditional approaches. The main purpose of this book is to present the most recent advances in the development of innovative techniques for managing the uncertainty that prevails in the global economic and management environments. These techniques originate mainly from fuzzy sets theory. However, the book also explores the integration of fuzzy sets with other decision support and modeling disciplines, such as multicriteria decision aid, neural networks, genetic algorithms, machine learning, chaos theory, etc. The presentation of the advances in these fields and their real world applications adds a new perspective to the broad fields of management science and economics. Contents: Decision Making, Management and Marketing: Algorithms for Orderly Structuring of Financial OC ObjectsOCO (J Gil-Aluja); A Fuzzy Goal Programming Model for Evaluating a Hospital Service Performance (M Arenas et al.); A Group Decision Making Method Using Fuzzy Triangular Numbers (J L Garc a-Lapresta et al.); Developing Sorting Models Using Preference Disaggregation Analysis: An Experimental Investigation (M Doumpos & C Zopounidis); Stock Markets and Portfolio Management: The Causality Between Interest Rate, Exchange Rate and Stock Price in Emerging Markets: The Case of the Jakarta Stock Exchange (J Gupta et al.); Fuzzy Cognitive Maps in Stock Market (D Koulouriotis et al.); Neural Network vs Linear Models of Stock Returns: An Application to the UK and German Stock Market Indices (A Kanas); Corporate Finance and Banking Management: Expertons and Behaviour of Companies with Regard to the Adequacy Between Business Decisions and Objectives (A Couturier & B Fioleau); Multiple Fuzzy IRR in the Financial Decision Environment (S F Gonzilez et al.); An Automated Knowledge Generation Approach for Managing Credit Scoring Problems (M Michalopoulos et al.); and other papers. Readership: Financial managers, economists, management scientists and computer scientists."
Author : Stefan Nagel
Publisher : Princeton University Press
ISBN 13 : 0691218706
Total Pages : 156 pages
Book Rating : 4.6/5 (912 download)
Download or read book Machine Learning in Asset Pricing written by Stefan Nagel and published by Princeton University Press. This book was released on 2021-05-11 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: A groundbreaking, authoritative introduction to how machine learning can be applied to asset pricing Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing. In this book, Stefan Nagel examines the promises and challenges of ML applications in asset pricing. Asset pricing problems are substantially different from the settings for which ML tools were developed originally. To realize the potential of ML methods, they must be adapted for the specific conditions in asset pricing applications. Economic considerations, such as portfolio optimization, absence of near arbitrage, and investor learning can guide the selection and modification of ML tools. Beginning with a brief survey of basic supervised ML methods, Nagel then discusses the application of these techniques in empirical research in asset pricing and shows how they promise to advance the theoretical modeling of financial markets. Machine Learning in Asset Pricing presents the exciting possibilities of using cutting-edge methods in research on financial asset valuation.
Author : Terence C. Mills
Publisher : Cambridge University Press
ISBN 13 : 9780521883818
Total Pages : 468 pages
Book Rating : 4.8/5 (838 download)
Download or read book The Econometric Modelling of Financial Time Series written by Terence C. Mills and published by Cambridge University Press. This book was released on 2008-03-20 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: Terence Mills' best-selling graduate textbook provides detailed coverage of research techniques and findings relating to the empirical analysis of financial markets. In its previous editions it has become required reading for many graduate courses on the econometrics of financial modelling. This third edition, co-authored with Raphael Markellos, contains a wealth of material reflecting the developments of the last decade. Particular attention is paid to the wide range of nonlinear models that are used to analyse financial data observed at high frequencies and to the long memory characteristics found in financial time series. The central material on unit root processes and the modelling of trends and structural breaks has been substantially expanded into a chapter of its own. There is also an extended discussion of the treatment of volatility, accompanied by a new chapter on nonlinearity and its testing.
Author : Emmanuel Jurczenko
Publisher : John Wiley & Sons
ISBN 13 : 1786305445
Total Pages : 460 pages
Book Rating : 4.7/5 (863 download)
Download or read book Machine Learning for Asset Management written by Emmanuel Jurczenko and published by John Wiley & Sons. This book was released on 2020-10-06 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learning for asset management. The chapters introduce the reader to some of the latest research developments in the area of equity, multi-asset and factor investing. Each chapter deals with new methods for return and risk forecasting, stock selection, portfolio construction, performance attribution and transaction costs modeling. This volume will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge of machine learning in asset management.
Author : Dr.N.Srinivasan
Publisher : Clever Fox Publishing
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4./5 ( download)
Download or read book Stock price Prediction a referential approach on how to predict the stock price using simple time series... written by Dr.N.Srinivasan and published by Clever Fox Publishing. This book was released on with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about the various techniques involved in the stock price prediction. Even the people who are new to this book, after completion they can do stock trading individually with more profit.
Author : Shai Shalev-Shwartz
Publisher : Foundations & Trends
ISBN 13 : 9781601985460
Total Pages : 88 pages
Book Rating : 4.9/5 (854 download)
Download or read book Online Learning and Online Convex Optimization written by Shai Shalev-Shwartz and published by Foundations & Trends. This book was released on 2012 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: Online Learning and Online Convex Optimization is a modern overview of online learning. Its aim is to provide the reader with a sense of some of the interesting ideas and in particular to underscore the centrality of convexity in deriving efficient online learning algorithms.
Author : Jaime Gil Aluja
Publisher : World Scientific
ISBN 13 : 9814415774
Total Pages : 471 pages
Book Rating : 4.8/5 (144 download)
Download or read book Methods for Decision Making in an Uncertain Environment written by Jaime Gil Aluja and published by World Scientific. This book was released on 2012 with total page 471 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains a selection of the papers presented at the XVII SIGEF Congress. It presents fuzzy logic, neural networks and other intelligent techniques applied to economic and business problems. This book is very useful for researchers and graduate students aiming to introduce themselves to the field of quantitative techniques for overcoming uncertain environments. The contributors are experienced scholars of different countries who offer real world applications of these mathematical techniques.
Author :
Publisher : International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies
ISBN 13 :
Total Pages : 263 pages
Book Rating : 4./5 ( download)
Download or read book Articles in ITJEMAST V13(10) 2022 written by and published by International Transaction Journal of Engineering, Management, & Applied Sciences & Technologies. This book was released on with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Published articles in ITJEMAST V13(10)
Author : Pradeep Kumar Singh
Publisher : Springer Nature
ISBN 13 : 9811533695
Total Pages : 886 pages
Book Rating : 4.8/5 (115 download)
Download or read book Proceedings of First International Conference on Computing, Communications, and Cyber-Security (IC4S 2019) written by Pradeep Kumar Singh and published by Springer Nature. This book was released on 2020-04-27 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features selected research papers presented at the First International Conference on Computing, Communications, and Cyber-Security (IC4S 2019), organized by Northwest Group of Institutions, Punjab, India, Southern Federal University, Russia, and IAC Educational Trust, India along with KEC, Ghaziabad and ITS, College Ghaziabad as an academic partner and held on 12–13 October 2019. It includes innovative work from researchers, leading innovators and professionals in the area of communication and network technologies, advanced computing technologies, data analytics and intelligent learning, the latest electrical and electronics trends, and security and privacy issues.
Author : Marcos Lopez de Prado
Publisher : John Wiley & Sons
ISBN 13 : 1119482119
Total Pages : 395 pages
Book Rating : 4.1/5 (194 download)
Download or read book Advances in Financial Machine Learning written by Marcos Lopez de Prado and published by John Wiley & Sons. This book was released on 2018-01-23 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to understand and implement the latest machine learning innovations to improve your investment performance Machine learning (ML) is changing virtually every aspect of our lives. Today, ML algorithms accomplish tasks that – until recently – only expert humans could perform. And finance is ripe for disruptive innovations that will transform how the following generations understand money and invest. In the book, readers will learn how to: Structure big data in a way that is amenable to ML algorithms Conduct research with ML algorithms on big data Use supercomputing methods and back test their discoveries while avoiding false positives Advances in Financial Machine Learning addresses real life problems faced by practitioners every day, and explains scientifically sound solutions using math, supported by code and examples. Readers become active users who can test the proposed solutions in their individual setting. Written by a recognized expert and portfolio manager, this book will equip investment professionals with the groundbreaking tools needed to succeed in modern finance.
Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : 346 pages
Book Rating : 4.F/5 ( download)
Download or read book Predictability of Stock Market Prices written by Clive William John Granger and published by . This book was released on 1970 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Diego Oliva
Publisher : Springer Nature
ISBN 13 : 3030705420
Total Pages : 765 pages
Book Rating : 4.0/5 (37 download)
Download or read book Metaheuristics in Machine Learning: Theory and Applications written by Diego Oliva and published by Springer Nature. This book was released on with total page 765 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of the most recent approaches that combine metaheuristics and machine learning. Some of the methods considered in this book are evolutionary, swarm, machine learning, and deep learning. The chapters were classified based on the content; then, the sections are thematic. Different applications and implementations are included; in this sense, the book provides theory and practical content with novel machine learning and metaheuristic algorithms. The chapters were compiled using a scientific perspective. Accordingly, the book is primarily intended for undergraduate and postgraduate students of Science, Engineering, and Computational Mathematics and is useful in courses on Artificial Intelligence, Advanced Machine Learning, among others. Likewise, the book is useful for research from the evolutionary computation, artificial intelligence, and image processing communities.
Author : Mohammad Tanveer
Publisher : Springer Nature
ISBN 13 : 9819916488
Total Pages : 603 pages
Book Rating : 4.8/5 (199 download)
Download or read book Neural Information Processing written by Mohammad Tanveer and published by Springer Nature. This book was released on 2023-04-14 with total page 603 pages. Available in PDF, EPUB and Kindle. Book excerpt: The four-volume set CCIS 1791, 1792, 1793 and 1794 constitutes the refereed proceedings of the 29th International Conference on Neural Information Processing, ICONIP 2022, held as a virtual event, November 22–26, 2022. The 213 papers presented in the proceedings set were carefully reviewed and selected from 810 submissions. They were organized in topical sections as follows: Theory and Algorithms; Cognitive Neurosciences; Human Centered Computing; and Applications. The ICONIP conference aims to provide a leading international forum for researchers, scientists, and industry professionals who are working in neuroscience, neural networks, deep learning, and related fields to share their new ideas, progress, and achievements.
Author : Vladimir Vapnik
Publisher : Springer Science & Business Media
ISBN 13 : 1475732643
Total Pages : 324 pages
Book Rating : 4.4/5 (757 download)
Download or read book The Nature of Statistical Learning Theory written by Vladimir Vapnik and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to discuss the fundamental ideas which lie behind the statistical theory of learning and generalization. It considers learning as a general problem of function estimation based on empirical data. Omitting proofs and technical details, the author concentrates on discussing the main results of learning theory and their connections to fundamental problems in statistics. This second edition contains three new chapters devoted to further development of the learning theory and SVM techniques. Written in a readable and concise style, the book is intended for statisticians, mathematicians, physicists, and computer scientists.
Author : Carlos Alzate
Publisher : Springer
ISBN 13 : 3030134636
Total Pages : 179 pages
Book Rating : 4.0/5 (31 download)
Download or read book ECML PKDD 2018 Workshops written by Carlos Alzate and published by Springer. This book was released on 2019-02-06 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from two workshops held at the 18th European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2018, in Dublin, Ireland, in September 2018, namely: MIDAS 2018 – Third Workshop on Mining Data for Financial Applications and PAP 2018 – Second International Workshop on Personal Analytics and Privacy. The 12 papers presented in this volume were carefully reviewed and selected from a total of 17 submissions.
