Stock Market Modeling and Forecasting (Record no. 57593)
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| 000 -LEADER | |
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| fixed length control field | 03577nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4471-5155-5 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200421112224.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130406s2013 xxk| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781447151555 |
| -- | 978-1-4471-5155-5 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 629.8 |
| 100 1# - AUTHOR NAME | |
| Author | Zheng, Xiaolian. |
| 245 10 - TITLE STATEMENT | |
| Title | Stock Market Modeling and Forecasting |
| Sub Title | A System Adaptation Approach / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XII, 161 p. 92 illus. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Control and Information Sciences, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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# - AUTHOR 2 | |
| Author 2 | Chen, Ben M. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4471-5155-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | London : |
| -- | Springer London : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
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| -- | online resource |
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| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Economics, Mathematical. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | System theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control engineering. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Systems Theory, Control. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0170-8643 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
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