{"product_id":"decision-technologies-for-computational-finance-proceedings-of-the-fifth-internatioal-conference-computational-finance-2-advances-in-computational-management-science-9780792383086","title":"Decision Technologies for Computational Finance Proceedings of the Fifth Internatioal Conference Computational Finance 2 Advances in Computational Management Science","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eProceedings of the Fifth International Conference  Computational Finance\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePart 1: Market Dynamics and Risk. Pitfalls and  Opportunities in the Use of Extreme Value Theory in Risk Management;  F.X. Diebold, et al. Stability Analysis and Forecasting  Implications; J. del Hoyo, J.G. Llorente. Time-Varying  Risk Premia; M. Steiner, S. Schneider. A Data Matrix to  Investigate Independence, Over-Reaction and\/or Shock Persistence in  Financial Data; R. Dacco, S.E. Satchell. Forecasting,  High-Frequency Exchange Rates Using Cross Bicorrelations in; C.  Brooks, M. Hinich. Stochastic Lotka-Volterra Systems of  Competing Auto-Catalytic Agents Lead Generically to Truncated Pareto  Power Wealth Distribution, Truncated Levy-Stable Intermittent Market  Returns, Clustered Volatility, Booms and Crashes; S. Solomon.  Part 2: Trading and Arbitrage Strategies Controlling  Nonstationarity in Statistical Arbitrage Using a Portfolio of  Cointegration Models; A.N. Burgess. Non-Parametric Test  for Nonlinear Cointegration; J. Breitung. Comments on `A  Non-Parametric Test for Nonlinear Cointegration'; H.  White. Reinforcement Learning for Trading Systems and  Portfolios: Immediate and Future Rewards; J.E. Moody, et al. An  Evolutionary Bootstrap Method for Selecting Dynamic Trading  Strategies; B. LeBaron. Discussion on `An Evolutionary Bootstrap  Method for Selecting Dynamic Trading Strategies'; A.S. Weigend.  Multitask Learning in a Neural VEC Approach for Exchange Rate  Forecasting; F. Rauscher. Selecting Relative Value Stocks with  Nonlinear Cointegration; C. Kollias, K. Metaxas. Part  3: Volatility Modelling and Option Pricing. Option Pricing with  Neural Networks and a Homogeneity Hint; R. Garcia, R.  Gencay. Bootstrapping GARCH(1,1) Models; G. Maerker. Using  Option Prices to Recover ProbabilityDistributions; F.  Gonzales-Mirand, A.N. Burgess. Modelling Financial Time  Series Using State-Space Models; J. Timmer, A.S. Weigend.  Forecasting Properties of Neural Network Generated Volatility  Estimates; P. Ahmed, S. Swidle. Interest Rates Structure  Dynamics: A Non-Parametric Approach; M. Cottrell, et al. State  Space ARCH: Forecasting Volatility with a Stochastic Coefficient  Model; A. Veiga, et al. Part 4: Term Structure and Factor  Models. Empirical Analysis of the Australian and Canadian Money  Market Yield Curves: Results Using Panel Data; S.H. Babbs, K.B.  Nowman. Time-Varying Factor Sensitivities in Equity Investment  Management; Y. Bentz, J.T. Connor. Discovering Structure  in Finance Using Independent Component Analysis; D. Back, A.S.  Weigend. Fitting No Arbitrage Term Structure Models Using a  Regularisation Term; N. Towers, J.T. Connor. Quantification of  Sector Allocation in the German Stock Market; E. Steurer.  Part 5: Corporate Distress Models. Predicting Corporate  Financial Distress Using Quantitative and Qualitative Data: A  Comparison of Traditional and Collapsible Neural Networks; Q.  Booker, et al. Credit Assessment Using Evolutionary MLP  Networks; E.F.F. Mendes, A. Carvalho. Exploring Corporate  Bankruptcy with Two-Levels Self-Organising Map; K. Kiviluoto, P.  Gergius. The Ex-Ante Classification of Take-Over Targets Using  Neural Networks; D. Fairclough, J. Hunter. Part 6:  Advances on Methodology \u0026amp;endash; Short Notes. Forecasting  Non-Stationary Financial Data with oIIR-Filters and Composed Threshold  Models; M. Wildi. Portfolio Optimisation with Cap Weight  Restrictions; N. Wagner. Are Neural Network and Econometric  Forecasts Good for Trading? Stochastic Variance M","brand":"Springer Us","offers":[{"title":"Default Title","offer_id":53515485020503,"sku":"9780792383086","price":999.99,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/decision-technologies-for-computational-finance-proceedings-of-the-fifth-internatioal-conference-computational-finance-2-advances-in-computational-management-science-9780792383086","provider":"Book Curl","version":"1.0","type":"link"}