Buch, Englisch, 190 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 318 g
With Applications to Financial Econometrics
Buch, Englisch, 190 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 318 g
Reihe: Perspectives in Neural Computing
ISBN: 978-1-85233-139-9
Verlag: Springer
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
1 Introduction.- 2 Neural Model Identification.- 3 Review of Current Practice in Neural Model Identification.- 4 Neural Model Selection: the Minimum Prediction Risk Principle.- 5 Variable Significance Testing: a Statistical Approach.- 6 Model Adequacy Testing.- 7 Neural Networks in Tactical Asset Allocation: a Case Study.- 8 Conclusions.- Appendices.- A Computation of Network Derivatives.- B Generating Random Normal Deviates.- References.