The Resource Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics, by Achilleas Zapranis, Apostolos-Paul N. Refenes, (electronic resource)

Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics, by Achilleas Zapranis, Apostolos-Paul N. Refenes, (electronic resource)

Label
Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics
Title
Principles of Neural Model Identification, Selection and Adequacy
Title remainder
With Applications to Financial Econometrics
Statement of responsibility
by Achilleas Zapranis, Apostolos-Paul N. Refenes
Creator
Contributor
Subject
Genre
Language
eng
Summary
Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of the various parameters which have been estimated. This is particularly important in the majority of financial applications where the data generating processes are dominantly stochastic and only partially deterministic. Based on the latest, most significant developments in estimation theory, model selection and the theory of mis-specified models, this volume develops neural networks into an advanced financial econometrics tool for non-parametric modelling. It provides the theoretical framework required, and displays the efficient use of neural networks for modelling complex financial phenomena. Unlike most other books in this area, this one treats neural networks as statistical devices for non-linear, non-parametric regression analysis
Member of
Cataloging source
I9W
http://library.link/vocab/creatorName
Zapranis, Achilleas
Dewey number
006.3
Index
no index present
LC call number
Q334-342
Literary form
non fiction
Nature of contents
encyclopedias
http://library.link/vocab/relatedWorkOrContributorName
Refenes, Apostolos-Paul N
Series statement
Perspectives in Neural Computing, 1431-6854
http://library.link/vocab/subjectName
  • Computer science
  • Artificial intelligence
  • Economics
  • Economics
  • Artificial intelligence
  • Computer science
  • Economics
Label
Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics, by Achilleas Zapranis, Apostolos-Paul N. Refenes, (electronic resource)
Link
http://dx.doi.org/10.1007/978-1-4471-0559-6
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 177-181)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Neural Model Identification -- Review of Current Practice in Neural Model Identification -- Neural Model Selection: Minimum Prediction Risk Principle -- Variable Significance Testing -- Model Adequacy Testing -- Tactical Asset Allocation -- Implied Volatility Forecasting for Options Pricing with Neural Nets -- Appendix 1: Computing Network Derivatives -- Appendix 2: Generating Random Deviates -- Bibliography
Dimensions
unknown
Extent
1 online resource (IX, 190 pages).
Form of item
online
Isbn
9781852331399
Isbn Type
(alk. paper)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote
System control number
  • (OCoLC)840277111
  • (OCoLC)ocn840277111
Label
Principles of Neural Model Identification, Selection and Adequacy : With Applications to Financial Econometrics, by Achilleas Zapranis, Apostolos-Paul N. Refenes, (electronic resource)
Link
http://dx.doi.org/10.1007/978-1-4471-0559-6
Publication
Bibliography note
Includes bibliographical references (p. 177-181)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Introduction -- Neural Model Identification -- Review of Current Practice in Neural Model Identification -- Neural Model Selection: Minimum Prediction Risk Principle -- Variable Significance Testing -- Model Adequacy Testing -- Tactical Asset Allocation -- Implied Volatility Forecasting for Options Pricing with Neural Nets -- Appendix 1: Computing Network Derivatives -- Appendix 2: Generating Random Deviates -- Bibliography
Dimensions
unknown
Extent
1 online resource (IX, 190 pages).
Form of item
online
Isbn
9781852331399
Isbn Type
(alk. paper)
Media category
computer
Media MARC source
rdamedia
Media type code
c
Specific material designation
remote
System control number
  • (OCoLC)840277111
  • (OCoLC)ocn840277111

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