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Foreign-Exchange-Rate Forecasting With Artificial Neural Networks (Record no. 506678)

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
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Barcode Date last seen Price effective from Koha item type
        PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2016-11-21 EBK6965 2016-11-21 2016-11-21 E books

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