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020 _a9783319516684
_9978-3-319-51668-4
024 7 _a10.1007/978-3-319-51668-4
_2doi
050 4 _aQ342
072 7 _aUYQ
_2bicssc
072 7 _aTEC009000
_2bisacsh
072 7 _aUYQ
_2thema
082 0 4 _a006.3
_223
100 1 _aMostafa, Fahed.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_962664
245 1 0 _aComputational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
_h[electronic resource] /
_cby Fahed Mostafa, Tharam Dillon, Elizabeth Chang.
250 _a1st ed. 2017.
264 1 _aCham :
_bSpringer International Publishing :
_bImprint: Springer,
_c2017.
300 _aX, 171 p. 23 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aStudies in Computational Intelligence,
_x1860-9503 ;
_v697
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 _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. .
650 0 _aComputational intelligence.
_97716
650 0 _aArtificial intelligence.
_93407
650 0 _aMacroeconomics.
_962665
650 0 _aOperations research.
_912218
650 1 4 _aComputational Intelligence.
_97716
650 2 4 _aArtificial Intelligence.
_93407
650 2 4 _aMacroeconomics and Monetary Economics.
_962666
650 2 4 _aOperations Research and Decision Theory.
_931599
700 1 _aDillon, Tharam.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_962667
700 1 _aChang, Elizabeth.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
_962668
710 2 _aSpringerLink (Online service)
_962669
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
_z9783319516660
776 0 8 _iPrinted edition:
_z9783319516677
776 0 8 _iPrinted edition:
_z9783319847139
830 0 _aStudies in Computational Intelligence,
_x1860-9503 ;
_v697
_962670
856 4 0 _uhttps://doi.org/10.1007/978-3-319-51668-4
912 _aZDB-2-ENG
912 _aZDB-2-SXE
942 _cEBK
999 _c81017
_d81017