" This book provides a significant contribution to the field of neural networks. Its major contribution is bringing the reader up to a working understanding of the state-of-the-art in applying neural nets and related new technologies to financial decision-making. What sets this book apart from other publications in this field is the level of detail and realism in describing real-world financial applications. Without the unique capabilities and commitment of Guido Deboeck, who is an advisor on advanced technology at the World Bank in Washington, and the tangible achievements of the many other authors represented here, this book would not have been possible."
Dr. Paul J. Werbos
Program Director,
National Science Foundation
Past President,
International Neural Network Society
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Mail to : Jacqueline Urinyi
John Wiley & Sons
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John Wiley & Sons proudly presents
TRADING
ON THE EDGE
Neural,
Genetic, and Fuzzy Systems for Chaotic Financial Markets
by
Guido J. Deboeck
Editor
≡ available April 1, 1994 ≡
╥When the only tool you have is a hammer, everything begins to look like a nail." Lotfi Zadeh
Nothing changes faster than technology to trade financial markets. Any new gizmo has the potential of creating an edge. This book describes the newest developments in trading, risk and portfolio managment techniques. Based on years of hands-on experience, world experts share
insights that you can use to gain an advantage in financial markets using neural networks, genetic algorithms, fuzzy logic, non-linear dynamics, and chaos theory.
About the Editor
Dr. Guido J. Deboeck is an Advisor on advanced technology for the World Bank in Washington. Over the past three years he has directed applied research on advanced technology for trading financial markets. Prior to this he managed all technology for the trading floor of the World Bank. He is Chairman of a Special Interest Group on Financial & Economic Applications of Neural Nets established by the International Neural Net Society.
This book provides pragmatic tips you need to understand and apply the latest technology to get a trading edge in today's financial markets. Contents includes
Ñ an introduction to a wide range of advanced analytical techniques
Ñ case studies on the use of these techniques for trading, risk and portfolio management
Ñ specific guidance on the design of trading systems
Ñ methods for pre- and postprocessing financial data for the development of advanced systems
Ñ a glossary, bibliography, and index to easily trace information on these topics
Ñ an order form for a CD-ROM with a vast amount of information and tools for learning about advanced technologies
Main Contributors
Dalila Benachenhou
Masud Cader
American University, Washington
Andrew M. Colin
A.M. Colin & Associates
Queensland (Australia)
Laurence Davis
Tica Associates
Cambridge, Massachuchetts
Guido J. Deboeck
World Bank, Washington
Mark J. Embrechts
Rensselear Polytechnic Institute
Troy, New York
Ted Frison
Randle Inc., Great Falls , Virginia
Henry Green
FTSD Ltd.
London (United Kingdom)
Jim W. Hall
John Deere & Company
Moline, Illinois
Gia-Shuh Jang
Springfield Financial Advisory Ltd. Taipei (Taiwan)
Casimir C. Klimasauskas
NeuralWare Inc.
Pittsburgh, Pennsylvania
Morio Yoda
Nikko Securities,
Tokyo (Japan)
Francis Wong
NIBS Ltd. NeuroForecaster¬
Singapore
Zhongxing Ye
Shanghai Jiao Tong University Shanghai (P.R. China)