Advertisement

Neural Networks and the Financial Markets

Predicting, Combining and Portfolio Optimisation

  • Jimmy Shadbolt
  • John G. Taylor

Part of the Perspectives in Neural Computing book series (PERSPECT.NEURAL)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Introduction to Prediction in the Financial Markets

    1. Front Matter
      Pages 1-1
    2. John G. Taylor
      Pages 3-9
    3. Sebastian Larsson
      Pages 35-40
    4. Jimmy Shadbolt
      Pages 41-45
  3. Theory of Prediction Modelling

    1. Front Matter
      Pages 47-47
    2. John G. Taylor
      Pages 49-53
    3. Jimmy Shadbolt
      Pages 61-67
    4. Neville Towers
      Pages 69-76
    5. Jimmy Shadbolt, John G. Taylor
      Pages 77-83
  4. Theory of Specific Prediction Models

    1. Front Matter
      Pages 85-85
    2. John G. Taylor
      Pages 87-93
    3. Neville Towers, A. N. Burgess
      Pages 95-108
    4. Neep Hazarika
      Pages 109-115
    5. Neep Hazarika, John G. Taylor
      Pages 117-121
    6. Sebastian Larsson
      Pages 123-130
  5. Prediction Model Applications

    1. Front Matter
      Pages 131-132
    2. Sebastian Larsson
      Pages 133-143
    3. Neep Hazarika, John G. Taylor
      Pages 145-155
    4. David Attew
      Pages 157-166
    5. Jimmy Shadbolt
      Pages 167-174
    6. Sebastian Larsson
      Pages 175-179
    7. A. Neil Burgess
      Pages 181-191
    8. Neep Hazarika
      Pages 203-210
    9. Neep Hazarika, John G. Taylor
      Pages 211-217
  6. Optimising and Beyond

    1. Front Matter
      Pages 219-219
    2. C. J. Adcock
      Pages 221-246
    3. John G. Taylor
      Pages 247-252
  7. Back Matter
    Pages 259-273

About this book

Keywords

Arbitrage Bond prediction Bonds Equity index prediction Finance Financial markets Neural networks Portfolio Portfolio optimisation Time series prediction learning modeling optimization sets

Editors and affiliations

  • Jimmy Shadbolt
    • 1
  • John G. Taylor
    • 2
  1. 1.Econostat New Quant LimitedBerkshireUK
  2. 2.Centre for Neural Networks, Department of MathematicsKing’s CollegeLondonUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4471-0151-2
  • Copyright Information Springer-Verlag London Limited 2002
  • Publisher Name Springer, London
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-85233-531-1
  • Online ISBN 978-1-4471-0151-2
  • Series Print ISSN 1431-6854
  • Buy this book on publisher's site