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[null,"1.","Record Nr.",null,"UNINA9910958639403321"]
[null,null,"Titolo",null,"Computational finance 1999 / / edited by Yaser S. Abu-Mostafa ... [et al.]"]
[null,null,"Pubbl/distr/stampa",null,"Cambridge, Mass., : MIT Press, c2000"]
[null,null,"ISBN",null,"9780262291798"]
[{"$nulls":4},"0262291797"]
[{"$nulls":4},"9780262266741"]
[{"$nulls":4},"0262266741"]
[{"$nulls":4},"9780585378985"]
[{"$nulls":4},"0585378983"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (732 p.)"]
[null,null,"Disciplina",null,"332/.0285"]
[null,null,"Soggetti",null,"Finance - Data processing"]
[{"$nulls":4},"Finance - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]
[{"$nulls":4},"\"\"Stochastic VolatilityModels\"\"\"\"Comparing Models of Intra daySeasonal Volatility\"\"; \"\"in the Foreign Exchange Market\"\"; \"\"A Symbolic Dynamics Approach to Volatility Prediction\"\"; \"\"Does Volatility Timing Matter?\"\"; \"\"Time Series Methods\"\"; \"\"Goodness of FitG Stability and Data Mining\"\"; \"\"A Bayesian Approach to Estimating Mutual Fund Returns\"\"; \"\"Independent Component Ordering in ICS Snalysis\"\"; \"\"of Financial Data\"\"; \"\"Curved Gaussian Models with Spplication to Modeling\"\"; \"\"Foreign Exchange Rates\"\"; \"\"Nonparametric EJciency Testing of Ssian\"\"; \"\"Foreign Exchange Markets\"\""]
[{"$nulls":4},"\"\"Term Structure of Interactions of Foreign Exchange Rates\"\"\"\"Exchange Rates and FundamentalsÂ? Evidence from\"\"; \"\"Out(of(Sample "]
[{"$nulls":4},"Forecasting Using Neural Networks\"\"; \"\"Dynamic Trading Strategies\"\"; \"\"Trading Models as Specimcation Tools\"\"; \"\"Statistical Arbitrage Models of the FTSE JDD\"\"; \"\"Implementing Trading Strategies for Forecasting Models\"\"; \"\"Using Nonlinear Neurogenetic Models with Prokt Related\"\"; \"\"Objective Functions to Trade the US THbond Future\"\"; \"\"Parameter Tuning in Trading Algorithms Using ASTA\"\"; \"\"Hedge Funds Styles\"\""]
[{"$nulls":4},"\"\"Optimization ofTechnical Trading Strategy Using Split\"\"\"\"Search Genetic Algorithms\"\"; \"\"Trading Mutual Funds with PieceMwise Constant Models\"\"; \"\"Minimizing Downside Risk via Stochastic\"\"; \"\"Dynamic Programming\"\"; \"\"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 Agentâ€?Based Model\"\"; \"\"Cycles of Market Stability and Instability Due to\"\""]
[{"$nulls":4},"\"\"Endogenous Use of Technical Trading Rules\"\"\"\"Relative Performance of Incentive Mechanisms in\"\"; \"\"Delegated InvestmentsK A Computational Study\"\"; \"\"Credit Risk\"\"; \"\"Rules Extractions from BanksP Bankrupt Data Using\"\"; \"\"Connectionist and Symbolic Learning Algorithms\"\"; \"\"Evaluating Bank Lending Policy and Consumer\"\"; \"\"Credit Risk\"\"; \"\"Loan Duration and Bank Lending Policy\"\"; \"\"Option Pricing\"\"; \"\"Estimation of Stochastic Volatility Models for the Purpose\"\"; \"\"of Option Pricing\"\"; \"\"Option Pricing via Genetic Programming\"\"; \"\"Nonparametric Testing of ARCH for Option Pricing\"\""]
[{"$nulls":4},"\"\"A Computational Framework for Contingent Claim\"\""]
[null,null,null,"Sommario/riassunto","This book covers the techniques of data mining, knowledge discovery, genetic algorithms, neural networks, bootstrapping, machine learning, and Monte Carlo simulation."]