Neural Networks in the Capital Markets


Editor: Refenes, Apostolos-Paul

Publisher: John Wiley & Sons

Date: 1995

ISBN: 0-471-94364-9


Summary

This book provides a very good introduction on modelling considerations and testing stategies written by the editor. The rest of the book is used to present papers on the following major topics: Equity Applications, Foreign Exchange Applications, Bond Applications, and Macroeconomic and Corporate Performance Applications. A variety of neural network forecasting techniques are explored within these papers.


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