Studies in Computational Intelligence

By: Elizabeth Chang, Tharam Dillon, Fahed Mostafa

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Paperback | 4 May 2018

At a Glance

Paperback
184 Pages

Dimensions(cm)
23.5 x 15.5 x 0.99

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This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.

Industry Reviews

"The book describes how to deal with the different sorts of ï¬nancial market risk. ... The book can be used by advanced undergraduate students and graduate students in its entirety. It is also interesting for the specialists in ï¬nancial market risk and is of considerable importance to practitioners in the ï¬eld." (Yuliya S. Mishura, zbMath 1410.91004, 2019)

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