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Neural networks for financial forecasting / Edward Gately ; series editor, Perry J. Kaufman
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Neural networks for financial forecasting / Edward Gately ; series editor, Perry J. Kaufman

by Edward Gately, Perry J. Kaufman

This guide examines the application of neural networks in financial price forecasting. It details the construction and training of automated trading systems, providing technical foundations for modelling and predicting market values through data analysis.

Accession 10473 ISBN 9780471112129 Publisher John Wiley & Sons
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Computer Science Crime Culture Economics Finance Money Prediction Social Sciences Technology
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Hard Back
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Identity

name→ title
Neural networks for financial forecasting / Edward Gately ; series editor, Perry J. Kaufman
vernon_id
14257
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10473
vernon_slug
neural-networks-for-financial-forecasting-edward-gately-series-editor-perry-j-kaufman

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Descriptive

production_date
[1996]
object_type
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object_status
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brief_description
When applied to the world of finance, neural networks are automated trading systems, based on mapping inputs and outputs for forecasting probable future values. In Neural Networks for Financial Forecasting - the first book to focus on the role of neural networks specifically in price forecasting - traders are provided with a solid foundation that explains how neural nets work, what they can accomplish, and how to construct, use, and apply them for maximum profit. -- publisher's blurb.

Subjects & people

authors→ author (initial fill only)
Edward Gately, Perry J. Kaufman
tags→ tags
Social sciences, Civilisation, Economics, Computer systems, Electronic data processing, Computers, Neural networks (Computer science), Soft computing, Investments, Finance, Money market, Day trading (Securities), Electronic trading of securities, Securities -- Data processing, Futures, Financial futures, Forecasting, Business forecasting, Economic forecasting, Program trading (Securities)
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28666

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