Exotic methods refer to specific functions within general soft computing methods such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and ...
Read More
Exotic methods refer to specific functions within general soft computing methods such as genetic algorithms, neural networks and rough sets theory. They are applied to ordinary shares for a variety of financial purposes, such as portfolio selection and optimization, classification of market states, forecasting of market states and data mining. This is in contrast to the wide spectrum of work done on exotic financial instruments, wherein advanced mathematics is used to construct financial instruments for hedging risks and for investment.In this book, particular aspects of the general method are used to create interesting applications. For instance, genetic niching produces a family of portfolios for the trader to choose from. Support vector machines, a special form of neural networks, forecast the financial markets; such a forecast is on market states, of which there are three -- uptrending, mean reverting and downtrending. A self-organizing map displays in a vivid manner the states of the market. Rough sets with a new discretization method extract information from stock prices.
Read Less
Add this copy of Ordinary Shares, Exotic Methods: Financial Forecasting to cart. $90.61, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2003 by World Scientific Publishing Company.
Add this copy of Ordinary Shares, Exotic Methods: Financial Forecasting to cart. $77.77, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2003 by World Scientific Publishing Co.
Add this copy of Ordinary Shares, Exotic Methods: Financial Forecasting to cart. $82.62, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2003 by World Scientific Publishing Company.
