
Weiterempfehlung Und Kundenwert
Florian Wangenheim
₹3,508

Deutscher Universitatsverlag · 2004 · Paperback
A German-language study testing neural networks for predicting the volatility and correlation of the DAX and REXP, with different architectures and learning methods. Relevant to readers of financial risk measurement.
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Markus Rauscher examines how well forecasts made with artificial neural networks predict the volatility and correlation of the DAX and the REXP. The study tries a large number of different network architectures and learning algorithms, to find which set-ups suit this task best.
The neural models that prove superior to conventional methods are presented, and the book discusses the possibilities that follow from them. The subtitle places the study in the context of German life insurance companies.
The book is written in German and published by Deutscher Universitatsverlag under ISBN-13 9783824482276.