000 -LEADER |
fixed length control field |
05214nam a22005775i 4500 |
001 - CONTROL NUMBER |
control field |
978-0-387-71720-3 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20161121230955.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
100715s2007 xxu| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780387717203 |
-- |
978-0-387-71720-3 |
024 7# - OTHER STANDARD IDENTIFIER |
Standard number or code |
10.1007/978-0-387-71720-3 |
Source of number or code |
doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG1-HG9999 |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
KFF |
Source |
bicssc |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
BUS027000 |
Source |
bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
332 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Yu, Lean. |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Foreign-Exchange-Rate Forecasting With Artificial Neural Networks |
Medium |
[electronic resource] / |
Statement of responsibility, etc. |
by Lean Yu, Shouyang Wang, Kin Keung Lai. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Boston, MA : |
Name of producer, publisher, distributor, manufacturer |
Springer US, |
Date of production, publication, distribution, manufacture, or copyright notice |
2007. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XXIII, 316 p. |
Other physical details |
online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
text file |
Encoding format |
PDF |
Source |
rda |
490 1# - SERIES STATEMENT |
Series statement |
International Series in Operations Research & Management Science, |
International Standard Serial Number |
0884-8289 ; |
Volume/sequential designation |
107 |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Preface -- Are foreign exchange rates predictable? An anatomy of a survey from artificial neural networks perspective -- Basic principles of ANN algorithms -- Data preparation in neural network data analysis -- Forecasting foreign exchange rates using an adaptive back-propagation algorithm with optimal learning rate and momentum factor -- An online learning algorithm with adaptive forgetting factors for BP neural network in foreign exchange rate forecasting -- An improved BP algorithm with adaptive smoothing momentum terms for foreign exchange rate prediction -- Hybridizing BPNN and exponential smoothing for foreign exchange rate prediction -- A nonlinear combined model integrating ANN and GLAR for exchange rate forecasting -- A hybrid GA-based SVM model for foreign exchange market trends exploration -- Forecasting foreign exchange rates with a multistage neural network ensemble model -- Foreign exchange rate ensemble forecasting with neural network meta-learning -- A confidence-based neural network ensemble model for predicting foreign exchange market movement direction -- Foreign exchange rates forecasting with multiple candidate models: selecting or combining? -- Developing an intelligent Forex rolling forecasting and trading decision support system I: conceptual framework, modeling techniques and system implementation: developing an intelligent Forex rolling forecasting and trading decision support system II-An empirical and comprehensive assessment -- References -- Subject index -- Author index. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
The foreign exchange market is one of the most complex dynamic markets with the characteristics of high volatility, nonlinearity and irregularity. Since the Bretton Woods System collapsed in 1970s, the fluctuations in the foreign exchange market are more volatile than ever. Furthermore, some important factors, such as economic growth, trade development, interest rates and inflation rates, have significant impacts on the exchange rate fluctuation. Meantime, these characteristics also make it extremely difficult to predict foreign exchange rates. Therefore, exchange rates forecasting has become a very important and challenge research issue for both academic and ind- trial communities. In this monograph, the authors try to apply artificial neural networks (ANNs) to exchange rates forecasting. Selection of the ANN approach for - change rates forecasting is because of ANNs’ unique features and powerful pattern recognition capability. Unlike most of the traditional model-based forecasting techniques, ANNs are a class of data-driven, self-adaptive, and nonlinear methods that do not require specific assumptions on the und- lying data generating process. These features are particularly appealing for practical forecasting situations where data are abundant or easily available, even though the theoretical model or the underlying relationship is - known. Furthermore, ANNs have been successfully applied to a wide range of forecasting problems in almost all areas of business, industry and engineering. In addition, ANNs have been proved to be a universal fu- tional approximator that can capture any type of complex relationships. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Operations research. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Decision making. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Artificial intelligence. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Economics, Mathematical. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Computer mathematics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Macroeconomics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Finance, general. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Macroeconomics/Monetary Economics//Financial Economics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Artificial Intelligence (incl. Robotics). |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Quantitative Finance. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Operation Research/Decision Theory. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Computational Mathematics and Numerical Analysis. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Wang, Shouyang. |
Relator term |
author. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Lai, Kin Keung. |
Relator term |
author. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Printed edition: |
International Standard Book Number |
9780387717197 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
International Series in Operations Research & Management Science, |
International Standard Serial Number |
0884-8289 ; |
Volume/sequential designation |
107 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-0-387-71720-3 |
912 ## - |
-- |
ZDB-2-SBE |