Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets

Overview

Experts from the world's major financial institutions contributed to this work and have already used the newest technologies. Gives proven strategies for using neural networks, algorithms, fuzzy logic and nonlinear data analysis techniques to enhance profitability. The latest analytical breakthroughs, the impact on modern finance theory and practice, including the best ways for profitably applying them to any trading and portfolio management system, are all covered.

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Overview

Experts from the world's major financial institutions contributed to this work and have already used the newest technologies. Gives proven strategies for using neural networks, algorithms, fuzzy logic and nonlinear data analysis techniques to enhance profitability. The latest analytical breakthroughs, the impact on modern finance theory and practice, including the best ways for profitably applying them to any trading and portfolio management system, are all covered.

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Product Details

  • ISBN-13: 9780471311003
  • Publisher: Wiley
  • Publication date: 4/14/1994
  • Series: Wiley Finance Series , #39
  • Edition number: 1
  • Pages: 416
  • Product dimensions: 9.00 (w) x 6.00 (h) x 1.06 (d)

Table of Contents

Foreword
Preface
Acknowledgments
Main Contributing Authors
Introduction: More Interesting Times
Pt. 1 Trading with Neural Networks 1
1 Neural Network Techniques 3
2 Pre- and Postprocessing of Financial Data 27
3 Adaptive Selection of U.S. Stocks with Neural Nets 45
4 Predicting the Tokyo Stock Market 66
5 Intelligent Trading of an Emerging Market 80
6 Trading U.S. Treasury Notes with a Portfolio of Neural Net Models 102
7 Neural Nets for Foreign Exchange Trading 123
Pt. 2 Strategy Optimization with Genetic Algorithms 131
8 Genetic Algorithms and Financial Applications 133
9 Genetic Algorithms for Financial Modeling 143
10 Using GAs to Optimize a Trading System 174
Pt. 3 Portfolio Management Using Fuzzy Logic 189
11 Why Use Fuzzy Modeling? 191
12 A Fuzzy System for Trading the Shanghai Stock Market 207
13 Smart Trading with FRET 215
14 Hybrid Neural, Genetic, and Fuzzy Systems 243
Pt. 4 Nonlinear Dynamics and Chaos 263
15 Basic Concepts of Nonlinear Dynamics and Chaos Theory 265
16 Nonlinear Data Analysis Techniques 280
17 Nonlinear Dimensions of Foreign Exchange, Stock, and Bond Markets 297
Pt. 5 Risk Management and the Impact of Technology 315
18 Risk Management Measures 317
19 The Impact of Technology on Financial Markets 329
20 The Cutting Edge of Trading Technology 344
Glossary 353
Bibliography 363
Index 373
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