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_a331951668X _q(electronic bk.) |
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_a9783319516684 _q(electronic bk.) |
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_aQ342 _b.M678 2017 EB |
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| 100 | 1 |
_aMostafa, Fahed, _eautor |
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| 245 | 1 | 0 |
_aComputational intelligence applications to option pricing, volatility forecasting and value at risk _cFahed Mostafa, Tharam Dillon, Elizabeth Chang. |
| 264 | 1 |
_aCham, Switzerland _bSpringer _c2017. |
|
| 300 |
_a1 recurso en línea (x, 171 páginas) _bilustraciones |
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| 336 |
_aTexto _btxt _2rdacontent |
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| 337 |
_aelectrónico _bc _2rdamedia |
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| 338 |
_arecurso electrónico _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
||
| 490 | 0 |
_aStudies in computational intelligence _x1860-949X _vvolume 697 |
|
| 500 | _aSpringerLink | ||
| 504 | _aIncluye referencias bibliográficas | ||
| 505 | 0 | _aCHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion. | |
| 520 | 3 | _aThe results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. | |
| 588 | 0 | _aOnline resource; title from PDF title page (SpringerLink, viewed March 9, 2017). | |
| 988 | _aEBOOK, EBSPRINGER_2017C | ||
| 650 | 7 |
_2embne _aInteligencia artificial _9413115 |
|
| 700 | 1 |
_aChang, Elizabeth, _eautor |
|
| 700 | 1 |
_aDillon, Tharam S., _d1943- _eautor |
|
| 856 | 4 | 0 |
_uhttps://go.openathens.net/redirector/universidadeuropea.es?url=http://link.springer.com/10.1007/978-3-319-51668-4 _zAcceso a este recurso digital (usuarios Universidad Europea de Madrid) |
| 942 |
_2lcc _cLE |
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| 998 |
_b02/2018 _dz _e- _zSI |
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