Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets

ISBN-13: 9780471311003 / Angielski / Twarda / 1994 / 416 str.

Guido J. Deboeck

Opis

The contributors to this manual attempt to demystify the latest analytical breakthroughs, explore their impact on modern finance theory and practice, and reveal the best ways for profitably applying them to any trading and portfolio management system.

Spis treści

Partial table of contents:

TRADING WITH NEURAL NETWORKS.

Neural Network Techniques (C. Klimasauskas).

Adaptive Selection of U.S.

Stocks with Neural Nets (J. Hall).

Intelligent Trading of an Emerging Market (G.–S.

Jang & F. Lai).

Neural Nets for Foreign Exchange Trading (H. Green & M. Pearson).

STRATEGY OPTIMIZATION WITH GENETIC ALGORITHMS.

Genetic Algorithms for Financial Modeling (A. Colin).

PORTFOLIO MANAGEMENT USING FUZZY LOGIC.

Why Use Fuzzy Modeling?

(G. Deboeck).

Smart Trading with FRET (D. Benachenhou).

NONLINEAR DYNAMICS AND CHAOS.

Nonlinear Data Analysis Techniques (T. Frison).

RISK MANAGEMENT AND THE IMPACT OF TECHNOLOGY.

The Cutting Edge of Trading Technology (G. Deboeck).

Glossary.

Bibliography.

Index.