Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics

Soofi, Abdol S.; Liangyue Cao

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.

Details

Published by: Springer

Publication Date: 2012-11-09

Format: Paperback

ISBN-10: 9781461353102

ISBN-13: 9781461353102

DOI: 10.1007/978-1-4615-0931-8

Dimensions: 235cm x155cm

Pages: 488