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Modelling and Forecasting Financial Data

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Cover of 'Modelling and Forecasting Financial Data'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Embedding Theory: Introduction and Applications to Time Series Analysis
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    Chapter 3 Determining Minimum Embedding Dimension from Scalar Time Series
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    Chapter 4 Mutual Information and Relevant Variables for Predictions
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    Chapter 5 State Space Local Linear Prediction
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    Chapter 6 Local Polynomial Prediction and Volatility Estimation in Financial Time Series
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    Chapter 7 Kalman Filtering of Time Series Data
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    Chapter 8 Radial Basis Functions Networks
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    Chapter 9 Nonlinear Prediction of Time Series Using Wavelet Network Method
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    Chapter 10 Nonlinear Modelling and Prediction of Multivariate Financial Time Series
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    Chapter 11 Analysis of Economic Time Series Using Narmax Polynomial Models
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    Chapter 12 Modeling Dynamical Systems by Error Correction Neural Networks
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    Chapter 13 Surrogate Data Test on Time Series
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    Chapter 14 Validation of Selected Global Models
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    Chapter 15 Testing Stationarity in Time Series
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    Chapter 16 Analysis of Economic Delayed-Feedback Dynamics
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    Chapter 17 Global Modeling and Differential Embedding
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    Chapter 18 Estimation of Deterministic and Stochastic Rules Underlying Fluctuating Data
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    Chapter 19 Nonlinear Noise Reduction
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    Chapter 20 Optimal Model Size
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    Chapter 21 Influence of Measured Time Series in the Reconstruction of Nonlinear Multivariable Dynamics
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    Chapter 22 Nonlinear Forecasting of Noisy Financial Data
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    Chapter 23 Canonical Variate Analysis and Its Applications to Financial Data
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Title
Modelling and Forecasting Financial Data
Published by
Springer US, January 2002
DOI 10.1007/978-1-4615-0931-8
ISBNs
978-1-4613-5310-2, 978-1-4615-0931-8, 978-0-7923-7680-4
Editors

Abdol S. Soofi, Liangyue Cao

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 24 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 24 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 1 4%
Researcher 1 4%
Student > Master 1 4%
Unknown 21 88%
Readers by discipline Count As %
Computer Science 1 4%
Economics, Econometrics and Finance 1 4%
Energy 1 4%
Unknown 21 88%