LEADER 03603nam 22006975 450 001 9910254335503321 005 20200630135541.0 010 $a3-319-51668-X 024 7 $a10.1007/978-3-319-51668-4 035 $a(CKB)3710000001127262 035 $a(DE-He213)978-3-319-51668-4 035 $a(MiAaPQ)EBC6286311 035 $a(MiAaPQ)EBC5577814 035 $a(Au-PeEL)EBL5577814 035 $a(OCoLC)974892179 035 $a(PPN)199767092 035 $a(EXLCZ)993710000001127262 100 $a20170302d2017 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aComputational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk /$fby Fahed Mostafa, Tharam Dillon, Elizabeth Chang 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (X, 171 p. 23 illus.) 225 1 $aStudies in Computational Intelligence,$x1860-949X ;$v697 311 $a3-319-51666-3 327 $aCHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion. 330 $aThe results in this book demonstrate the power of neural networks in learning complex behavior from the underlying financial time series data . The results in this book also demonstrate how neural networks can successfully be applied to volatility modeling, option pricings, and value at risk modeling. These features allow them to be applied to market risk problems to overcome classical issues associated with statistical models. . 410 0$aStudies in Computational Intelligence,$x1860-949X ;$v697 606 $aComputational intelligence 606 $aArtificial intelligence 606 $aMacroeconomics 606 $aOperations research 606 $aDecision making 606 $aComputational Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/T11014 606 $aArtificial Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/I21000 606 $aMacroeconomics/Monetary Economics//Financial Economics$3https://scigraph.springernature.com/ontologies/product-market-codes/W32000 606 $aOperations Research/Decision Theory$3https://scigraph.springernature.com/ontologies/product-market-codes/521000 615 0$aComputational intelligence. 615 0$aArtificial intelligence. 615 0$aMacroeconomics. 615 0$aOperations research. 615 0$aDecision making. 615 14$aComputational Intelligence. 615 24$aArtificial Intelligence. 615 24$aMacroeconomics/Monetary Economics//Financial Economics. 615 24$aOperations Research/Decision Theory. 676 $a006.3 700 $aMostafa$b Fahed$4aut$4http://id.loc.gov/vocabulary/relators/aut$0996186 702 $aDillon$b Tharam$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aChang$b Elizabeth$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254335503321 996 $aComputational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk$92283017 997 $aUNINA