Wavelet neural networks
Subtitle: with applications in financial engineering, chaos, and classification
By: Antonios K. Alexandridis, School of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury, United Kingdom, Achilleas D. Zapranis, Department of Accounting and Finance, University of Macedonia, Thessaloniki, Greece
Contributors: Zapranis, Achilleas, 1965-
Publisher: Wiley
Published: 2014
Place of publication: Hoboken, New Jersey
Language: eng
Number of pages: 247
ISBN-13: 9781118592526
Copyright date: 2014
Subjects: Wavelets (Mathematics); Neural networks (Computer science); Financial engineering
Notes: Includes bibliographical references and index.
Table of contents: title: Machine learning and financial engineering; title: Neural networks; title: Wavelet neural networks; title: Model selection : selecting the architecture of the network; title: Variable selection : determining the explanatory variables; title: Model adequacy testing : determining the networks future performance; title: Modeling the uncertainty: from point estimates to prediction intervals; title: Modeling financial temperature derivatives; title: Modeling financial wind derivatives; title: Predicting chaotic time series; title: Classification of breast cancer cases.