{"product_id":"forecasting-financial-markets-9780471966531","title":"Forecasting Financial Markets","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eToday s financial markets are characterised by a large number of participants, with different appetites for risk, different time horizons, different motivations and reactions to unexpected news.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePartial table of contents:\u003cbr\u003e \u003cbr\u003e MODELLING WITH HIGH FREQUENCY DATA.\u003cbr\u003e \u003cbr\u003e Forecasting Foreign Exchange Rates Subject to De-Volatilization (B.Zhou).\u003cbr\u003e \u003cbr\u003e Dynamic Strategies: A Correlation Study (E. Acar \u0026amp; P.Lequeux).\u003cbr\u003e \u003cbr\u003e THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.\u003cbr\u003e \u003cbr\u003e Using Option Prices to Estimate Realignment Probabilities in theEuropean Monetary System (A. Malz).\u003cbr\u003e \u003cbr\u003e Efficiency Test with Overlapping Data: An Application to theCurrency Options Market (C. Dunis \u0026amp; A. Keller).\u003cbr\u003e \u003cbr\u003e APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.\u003cbr\u003e \u003cbr\u003e The Use of Error Feedback Terms in Neural Network Modelling ofFinancial Time Series ( A. Burgess \u0026amp; A. Refenes).\u003cbr\u003e \u003cbr\u003e An Evolutionary Algorithm for Portfolio Selection within a DownsideFramework ( A. Loraschi \u0026amp; A. Tettamanzi).\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402697711959,"sku":"9780471966531","price":104.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471966531.jpg?v=1730481270","url":"https:\/\/bookcurl.com\/products\/forecasting-financial-markets-9780471966531","provider":"Book Curl","version":"1.0","type":"link"}