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Decision Technologies for Computational Finance: Proceedings of the fifth International Conference…

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This volume contains selected papers that were presented at the International Conference `Computational Finance' held at the London Business School. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly…
Principles Of Neural Model Identification, Selection And Adequacy: With Applications To Financial…

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Neural networks have had considerable success in a variety of disciplines including engineering, control, and financial modelling. However a major weakness is the lack of established procedures for testing mis-specified models and the statistical significance of…