Über dieses Buch
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.
Embedding Theory: Time-Delay Phase Space Reconstruction and Detection of Nonlinear Dynamics
Methods of Nonlinear Modelling and Forecasting
Modelling and Predicting Multivariate and Input-Output Time Series
Problems in Modelling and Prediction
Applications in Economics and Finance
- Modelling and Forecasting Financial Data
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Abdol S. Soofi