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Zheng, Xiaolian; Chen, Ben M. - Stock Market Modeling and Forecasting - 9781447151548 - V9781447151548
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Stock Market Modeling and Forecasting

€ 121.47
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Description for Stock Market Modeling and Forecasting Paperback. This book shows how system theory can be adapted to stock market analysis. It demonstrates results from the US, Hong Kong, Chinese and Singaporean stock markets. Includes an indication of possible and likely future expansions of research in this area. Series: Lecture Notes in Control and Information Sciences. Num Pages: 173 pages, 92 black & white illustrations, biography. BIC Classification: GPFC; KFF; TJFM. Category: (P) Professional & Vocational. Dimension: 235 x 154 x 12. Weight in Grams: 286.
Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. ... Read more

Product Details

Format
Paperback
Publication date
2013
Publisher
Springer London Ltd United Kingdom
Number of pages
186
Condition
New
Series
Lecture Notes in Control and Information Sciences
Number of Pages
161
Place of Publication
England, United Kingdom
ISBN
9781447151548
SKU
V9781447151548
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Zheng, Xiaolian; Chen, Ben M.
Xiaolian Zheng is a PhD candidate finishing her PhD program in the Department of Electrical and Computer Engineering, National University of Singapore. Her research interest is in financial market modeling. Professor Ben M. Chen received his B.S. degree in mathematics and computer science from Xiamen University, Xiamen, China, in 1983, M.S. degree in electrical engineering from Gonzaga University, Spokane, ... Read more

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