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Modelling and Forecasting Financial Data

Techniques of Nonlinear Dynamics

Language EnglishEnglish
Book Paperback
Book Modelling and Forecasting Financial Data Liangyue Cao
Libristo code: 06796288
Publishers Springer-Verlag New York Inc., November 2012
Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters o... Full description
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Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such methods readily useful in practice, the contributors to this volume have agreed to make available to readers upon request all computer programs used to implement the methods discussed in their respective chapters. §Modelling and Forecasting Financial Data is a valuable resource for researchers and graduate students studying complex systems in finance, biology, and physics, as well as those applying such methods to nonlinear time series analysis and signal processing.

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