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.Special thanks are directed to Matthias Heilfort who has implemented the highly optimized code yielding the time comb optimization results. This work was supported by the Deutsche Forschungsgemeinschaft, project Po442/2-3. Appendix 1.
|Title||:||Modelling and Forecasting Financial Data|
|Author||:||Abdol S. Soofi, Liangyue Cao|
|Publisher||:||Springer Science & Business Media - 2012-12-06|