Modelling and Forecasting Financial Data

Liangyue Cao

ISBN 10: 1461353106 / ISBN 13: 9781461353102

Published by Springer US, Springer New York Nov 2012, 2012

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters.Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 520 pp. Englisch.

Seller Inventory # 9781461353102

Bibliographic Details

• Title: Modelling and Forecasting Financial Data
• Publisher: Springer US, Springer New York Nov 2012
• Publication Date: 2012
• Language: English
• ISBN 10: 1461353106
• ISBN 13: 9781461353102
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 28D millimeters 235 millimeters width by 155 millimeters height by 28 millimeters depth
• Weight: 779 grams

About this title

Synopsis

Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters.
Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

Review

"This book is truly a multidisciplinary effort, with contributors including economists, electrical engineers, physicists, mathematicians, and statisticians (myself and Jianming Yé). Although there are many books on nonlinear dynamic techniques, Modelling and Forecasting Financial Data is distinguished by its concerted efforts on practical relevance in financial and economic applications."
(Z.-Q. John Lu, National Institute of Standards and Technology in Technometrics, 46:1 (February 2004)