Modelling and Forecasting Financial Data

Christophe LETELLIER
Techniques of Nonlinear Dynamics
Edited by Abdol S. Soofi & Liangyue Cao (2002)
JPG - 33 ko

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.

- Contributions

  • Christophe Letellier, Olivier Ménard & Luis. A. Aguirre, Validation of selected global models, pp. 283-302
  • Jean Maquet, Christophe Letellier & Gérard Gouesbet, Global modeling and differential embedding, pp. 351-374
  • Christophe Letellier & Luis A. Aguirre, Influence of measured time series in the reconstruction of nonlinear multivariable dynamics, pp. 429-451

- Reference
ISBN 978-1-4615-0931-8
Springer, 2002.

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