Computational Finance 1999. (Record no. 81384)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 05134nam a22005173i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC3338459 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729125133.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2000 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780262266741 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9780262511070 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC3338459 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL3338459 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr10015357 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)923250243 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG174 -- .C64 2000eb |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Abu-Mostafa, Yaser S. |
| 245 10 - TITLE STATEMENT | |
| Title | Computational Finance 1999. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | MIT Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2000. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (732 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | The MIT Press Series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- Contents -- Preface -- Contributors -- Introduction -- Risk Management and Portfolio Optimization -- Importance Sampling and StratiEcation for Value-at-Risk -- ConEdence Intervals and Hypothesis Testing for the -- Sharpe and Treynor Performance Measures: -- A Bootstrap Approach -- Conditional Value at Risk -- Advances in Importance Sampling -- Arbitrage and the APTZA Note -- Bayesian Network Models of Portfolio Risk and Return -- Volatility -- Change of Measure in Monte Carlo Integration -- via Gibbs Sampling with an Application to -- Stochastic VolatilityModels -- Comparing Models of Intra daySeasonal Volatility -- in the Foreign Exchange Market -- A Symbolic Dynamics Approach to Volatility Prediction -- Does Volatility Timing Matter? -- Time Series Methods -- Goodness of FitG Stability and Data Mining -- A Bayesian Approach to Estimating Mutual Fund Returns -- Independent Component Ordering in ICS Snalysis -- of Financial Data -- Curved Gaussian Models with Spplication to Modeling -- Foreign Exchange Rates -- Nonparametric EJciency Testing of Ssian -- Foreign Exchange Markets -- Term Structure of Interactions of Foreign Exchange Rates -- Exchange Rates and Fundamentals¸ Evidence from -- Out(of(Sample Forecasting Using Neural Networks -- Dynamic Trading Strategies -- Trading Models as Specimcation Tools -- Statistical Arbitrage Models of the FTSE JDD -- Implementing Trading Strategies for Forecasting Models -- Using Nonlinear Neurogenetic Models with Prokt Related -- Objective Functions to Trade the US THbond Future -- Parameter Tuning in Trading Algorithms Using ASTA -- Hedge Funds Styles -- Optimization ofTechnical Trading Strategy Using Split -- Search Genetic Algorithms -- Trading Mutual Funds with PieceMwise Constant Models -- Minimizing Downside Risk via Stochastic -- Dynamic Programming. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | jn Optimal VinaryPredictor for an Investor -- in Futures Market -- jn Introduction to Risk Neutral Forecasting -- TemporalyDiyerence Learning and jpplications -- in Finance -- Heterogeneous Agents -- Technical Trading Creates a PrisonerCs DilemmaK -- Results from an Agent'Based Model -- Cycles of Market Stability and Instability Due to -- Endogenous Use of Technical Trading Rules -- Relative Performance of Incentive Mechanisms in -- Delegated InvestmentsK A Computational Study -- Credit Risk -- Rules Extractions from BanksP Bankrupt Data Using -- Connectionist and Symbolic Learning Algorithms -- Evaluating Bank Lending Policy and Consumer -- Credit Risk -- Loan Duration and Bank Lending Policy -- Option Pricing -- Estimation of Stochastic Volatility Models for the Purpose -- of Option Pricing -- Option Pricing via Genetic Programming -- Nonparametric Testing of ARCH for Option Pricing -- A Computational Framework for Contingent Claim -- Pricing and Hedging under Time Dependent Asset -- Processes -- A Framework for Comparative Analysis of Statistical -- and Machine Learning Methodsq An Application to the -- BlackDScholes Option Pricing Equation -- Option Pricing with the EPcient Method of Moments -- Option Valuation with the Genetic Programming -- Approach -- Contact Information. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance -- Data processing -- Congresses. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Finance -- Mathematical models -- Congresses. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | LeBaron, Blake. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Lo, Andrew W. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Weigend, Andreas S. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Abu-Mostafa, Yaser S. |
| Title | Computational Finance 1999 |
| Place, publisher, and date of publication | Cambridge : MIT Press,c2000 |
| International Standard Book Number | 9780262511070 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #4 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | The MIT Press Series |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3338459">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3338459</a> |
| Public note | Click to View |
No items available.