| Description |
xxxvii, 377 pages : illustrations ; 23 cm |
| Series |
Wiley finance editions |
|
Wiley finance editions.
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| Contents |
Introduction: More Interesting Times -- Pt. 1. Trading with Neural Networks. 1. Neural Network Techniques / Casimir C. "Casey" Klimasauskas. 2. Pre- and Postprocessing of Financial Data / Guido J. Deboeck and Masud Cader. 3. Adaptive Selection of U.S. Stocks with Neural Nets / James W. Hall. 4. Predicting the Tokyo Stock Market / Morio Yoda. 5. Intelligent Trading of an Emerging Market / Gia-Shu Jang and Feipei Lai. 6. Trading U.S. Treasury Notes with a Portfolio of Neural Net Models / Guido J. Deboeck and Masud Cader. 7. Neural Nets for Foreign Exchange Trading / Henry Green and Michael Pearson -- Pt. 2. Strategy Optimization with Genetic Algorithms. 8. Genetic Algorithms and Financial Applications / Laurence Davis. 9. Genetic Algorithms for Financial Modeling / Andrew M. Colin. 10. Using GAs to Optimize a Trading System / Guido J. Deboeck -- Pt. 3. Portfolio Management Using Fuzzy Logic. 11. Why Use Fuzzy Modeling? / Guido J. Deboeck |
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12. A Fuzzy System for Trading the Shanghai Stock Market / Zhongxing Ye and Liting Gu. 13. Smart Trading with FRET / Dalila Benachenhou. 14. Hybrid Neural, Genetic, and Fuzzy Systems / Francis Wong and Clarence Tan -- Pt. 4. Nonlinear Dynamics and Chaos. 15. Basic Concepts of Nonlinear Dynamics and Chaos Theory / Mark Embrechts. 16. Nonlinear Data Analysis Techniques / Ted Frison. 17. Nonlinear Dimensions of Foreign Exchange, Stock, and Bond Markets / Mark Embrechts, Masud Cader and Guido J. Deboeck -- Pt. 5. Risk Management and the Impact of Technology. 18. Risk Management Measures / Henry Green, Robert Mark and Michael Pearson. 19. The Impact of Technology on Financial Markets / Guido J. Deboeck. 20. The Cutting Edge of Trading Technology / Guido J. Deboeck |
| Analysis |
Investment Use of Computers |
| Notes |
Bibliography: p363-371. -Includes index |
| Bibliography |
Includes bibliographical references (pages 363-371) and index |
| Subject |
Finance -- Decision making -- Data processing.
|
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Fuzzy logic.
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Genetic algorithms.
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Neural networks (Computer science)
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Program trading (Securities) -- Data processing.
|
| Author |
Deboeck, Guido.
|
| LC no. |
94002364 |
| ISBN |
0471311006 (acid-free paper) |
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