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Elsevier - Academic Press - 2005 - works In Finance Gaining Predictive Edge In The Market.pdf

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Elsevier - Academic Press - 2005 - works In Finance Gaining Predictive Edge In The Market.pdf

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文档介绍:works in Finance:
Gaining Predictive Edge
in the Market
works
in Finance:
Gaining
Predictive Edge
in the Market
Paul D. McNelis
Amsterdam • Boston • Heidelberg • London • New York • Oxford
Paris • San Diego • San Francisco • Singapore • Sydney • Tokyo
Elsevier Academic Press
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525 B Street, Suite 1900, San Diego, California 92101-4495, USA
84 Theobald’s Road, London WC1X 8RR, UK
This book is printed on acid-free paper.
Copyright c 2005, Elsevier Inc. All rights reserved.
No part of this publication may be reproduced or transmitted in any form or by any means, electronic
or mechanical, including photocopy, recording, or any information storage and retrieval system,
without permission in writing from the publisher.
Permissions may be sought directly from Elsevier’s Science & Technology Rights Department in
Oxford, UK: phone: (+44) 1865 843830, fax: (+44) 1865 853333,
e-mail: ******@.uk. You may plete your request on-line via the Elsevier
homepage (), by selecting “Customer Support” and then “Obtaining Permissions.”
Library of Congress Cataloging-in-Publication Data
McNelis, Paul D.
works in finance : gaining predictive edge in the market / Paul D. McNelis.
p. cm.
1. Finance–Decision making–Data processing. 2. works (Computer science) I. Title.
2005
332.0285632–dc22
2004022859
British Library Cataloguing in Publication Data
A catalogue record for this book is available from the British Library
ISBN: 0-12-485967-4
For all information on all Elsevier Academic Press publications
visit our Web site at
Printed in the United States of America
040506070809987654321
Contents
Preface xi
1 Introduction 1
Forecasting, Classification, and Dimensionality
Reduction .......................... 1
Synergies ........................... 4
The Interface Problems ................... 6
Plan of the Book ...................... 8
I Econometr