Adaptive Systems and Financial Modelling

  • Jason Kingdon
Part of the Perspectives in Neural Computing book series (PERSPECT.NEURAL)

Abstract

This chapter reviews the application of adaptive systems in financial modelling. Specific reference is made to the Efficient Market Hypothesis (EMH) and the technical problems its raises in terms of financial time series analysis. A survey of financial Neural Network (NN) applications is provided, along with a summary of empirical assessments of Neural Networks for time series modelling. Examples of Genetic Algorithms (GAs) applied in finance are also included.

Keywords

Europe Covariance Marketing Lution Tral 

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Copyright information

© Springer-Verlag London Limited 1997

Authors and Affiliations

  • Jason Kingdon
    • 1
  1. 1.Searchspace LimitedLondonUK

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