Stock Market Modeling and Forecasting: A System Adaptation Approach - Lecture Notes in Control and Information Sciences 442 (Paperback)
  • Stock Market Modeling and Forecasting: A System Adaptation Approach - Lecture Notes in Control and Information Sciences 442 (Paperback)
zoom

Stock Market Modeling and Forecasting: A System Adaptation Approach - Lecture Notes in Control and Information Sciences 442 (Paperback)

(author), (author)
£99.99
Paperback 161 Pages / Published: 23/04/2013
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent.
The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.

Publisher: Springer London Ltd
ISBN: 9781447151548
Number of pages: 161
Weight: 2759 g
Dimensions: 235 x 155 x 10 mm
Edition: 2013 ed.

You may also be interested in...

Getting Started with Arduino
Added to basket
Encyclopedia of Electronic Components
Added to basket
Arduino Workshop
Added to basket
£24.99
Paperback
Electronics For Dummies
Added to basket
The Lego Mindstorms Ev3 Idea Book
Added to basket
Make: Analog Synthesizers
Added to basket
Make: More Electronics
Added to basket
Arduino Projects For Dummies
Added to basket
Exploring Arduino
Added to basket
£26.99
Paperback
The Lego Mindstorms Ev3 Discovery Book
Added to basket
Robotics: A Very Short Introduction
Added to basket
Arduino Cookbook
Added to basket
Temporary Power Systems
Added to basket

Please sign in to write a review

Your review has been submitted successfully.