Neural Networks In Financial Engineering Proceedings Of The Third International Conference On Neural Networks In The Capital Markets(1st Edition)
Authors:
Apostolos-Paul Refenes ,Yaser Abu-Mostafa ,John Moody ,Andreas Weigend
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ISBN: 9810228198
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Book Summary: One of the most exciting applications of neural networks in recent times has been to improve investment performance in the financial markets. Neural networks can be harnessed for this task as they bear many mathematical similarities to the nonlinear econometric models used to study the microstructure of the financial markets. Since 1993, this annual conference has been bringing together investment managers, neural network researchers, statisticians, econometricians, and computer scientists for an insight into the state of the art in this area. The proceedings of the 1995 meeting will give investment managers, institutional investors and analysts a comprehensive look at the most profitable applications of this fascinating new technology in today's financial markets.
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