Visual Explorations in Finance with Self-Organizing Maps
Self-organizing maps (SOM) have proven to be of significant economic value in the areas of finance, economic and marketing applications. As a result, this area is rapidly becoming a non-academic technology. This book looks at near state-of-the-art SOM app
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Springer-Verlag Berlin Heidelberg GmbH
Springer Finance Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives N.H.Bingham and Rudiger Kiesel ISBN i-85233-001-5 (1998) Mathematics of Financial Markets Robert J. Elliott and P. Ekkehard Kopp ISBN 0-387-98553-0 (1998) Mathematical Models of Financial Derivatives Y.-K.Kwok ISBN 981-3083-25-5 (1998)
Guido Deboeck and Teuvo Kohonen (Eds)
Visual Explorations in Finance with Self-Organizing Maps With 129 Figures including 12 Color Plates
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Springer
Guido Deboeck, PhD 38S0 North River Street, Arlington, VA 22207, USA Teuvo Kohonen, PhD Helsinki University of Technology, Neural Networks Research Centre, P.O. Box 2200, FIN-020IS HUT, Finland ISBN 978-1-84996-999-4 British Library Cataloguing in Publication Data A catalogue record for this book is available from the British Library Visual explorations in finance: with self-organizing maps. - (Springer fmance; 3674) 1. Finance 2. Finance - Computer simulation I. Deboeck, Guido J. II. Kohonen, Teuvo 332 ISBN 978-1-84996-999-4 Library of Congress Cataloging-in-Publication Data A catalog record for this book is available from the Library of Congress Deboeck, Guido. Visual explorations in finance with self-organizing maps/Guido J. Deboeck and Teuvo Kohonen (eds.). p. cm. - (Springer finance) Includes bibliographical references and index. ISBN 978-1-84996-999-4 ISBN 978-1-4471-3913-3 (eBook) DOI 10.1007/978-1-4471-3913-3 1. Finance - Decision making - Data processing. 2. Neural networks (Computer science) 3. Self-organizing systems. I. Kohonen, Teuvo. II. Title. III. Series. 98-11388 HG4012.5.D43 1998 332'.0285 - dc21 CIP
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Originally published by Springer-Verlag Berlin Heidelberg New York in 1998 Softcover reprint of the hardcover 1st edition 1998 2nd printing 2000 The use of registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant laws and regulations and therefore free for general use. The publisher makes no representation, express or irnplified, with regard to the accuracy of the information contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may be made. Typeset by The Midlands Book Typesetting Company, Loughborough 12/3830-54321 Printed on acid-free paper SPIN 10759253
Dedication Rose-Maelle F. (Haiti) Tafadzwa G. (Zimbabwe) Kohinoor A. (Bangladesh) Alenjie A. (Philippines) Antony V.
