Stock Market Modeling and Forecasting : A System Adaptation Approach
Stock Market Modeling translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock m...
Shranjeno v:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
London :
Springer London
2013.
Cham : Springer Nature |
| Serija: | Lecture Notes in Control and Information Sciences
442 |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stock Market Modeling and Forecasting, Texte imprimé, 9781447151562 • Stock Market Modeling and Forecasting, Texte imprimé, 9781447151548 |
| LEADER | 03785nam a22003497a 4500 | ||
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| 001 | 946092 | ||
| 008 | 130507s2013 xx ||| |||| 00| 0 eng d | ||
| 009 | PPN169135497 | ||
| 020 | |a 9781447151555 | ||
| 020 | |a 9781447151555 | ||
| 041 | 0 | |a eng | |
| 082 | |a 629.8 | ||
| 100 | 1 | |a Zheng, Xiaolian. | |
| 245 | 1 | 0 | |a Stock Market Modeling and Forecasting : |b A System Adaptation Approach |c by Xiaolian Zheng, Ben M. Chen. |
| 260 | |a London : |b Springer London. | ||
| 260 | |a Cham : |b Springer Nature, |c 2013. | ||
| 490 | 0 | |a Lecture Notes in Control and Information Sciences |v 442 |x 1610-7411 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a A System Adaptation Framework -- Market Input Analysis -- Analysis of Dow Jones Industrial Average -- Selected Asian Markets -- Forecasting of Market Major Turning Periods -- Technical Analysis Toolkit -- Further Research. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Stock Market Modeling translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a stock market exhibits fast and slow dynamics corresponding to internal (such as company value and profitability) and external forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area. | ||
| 700 | 1 | |a Chen, Ben M., |d 1963- |4 aut | |
| 776 | 0 | |t Stock Market Modeling and Forecasting |b Texte imprimé |z 9781447151562 | |
| 776 | 0 | |t Stock Market Modeling and Forecasting |b Texte imprimé |z 9781447151548 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-1-4471-5155-5 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-NTG9W0LG-Z |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747886709 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-1-4471-5155-5 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750899573 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-1-4471-5155-5 |z Accès INSA CVL | |
| 997 | |0 946092 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||