Welcome to Central Library, SUST

Stock Market Modeling and Forecasting (Record no. 43756)

MARC details
000 -LEADER
fixed length control field 03607nam a22005297a 4500
001 - CONTROL NUMBER
control field sulb-eb0021664
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160413122154.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130406s2013 xxk| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781447151555
-- 978-1-4471-5155-5
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-1-4471-5155-5
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number TJ212-225
072 #7 - SUBJECT CATEGORY CODE
Subject category code TJFM
Source bicssc
Subject category code TEC004000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 629.8
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Zheng, Xiaolian.
Relator term author.
245 10 - TITLE STATEMENT
Title Stock Market Modeling and Forecasting
Medium [electronic resource] :
Remainder of title A System Adaptation Approach /
Statement of responsibility, etc. by Xiaolian Zheng, Ben M. Chen.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture London :
Name of producer, publisher, distributor, manufacturer Springer London :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2013.
300 ## - PHYSICAL DESCRIPTION
Extent XII, 161 p. 92 illus.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Lecture Notes in Control and Information Sciences,
International Standard Serial Number 0170-8643 ;
Volume/sequential designation 442
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note A System Adaptation Framework -- Market Input Analysis -- Analysis of Dow Jones Industrial Average -- Selected Asian Markets -- Forecasting of Market Major Turning Periods -- Technical Analysis Toolkit -- Further Research.
520 ## - SUMMARY, ETC.
Summary, etc. Stock Market Modeling translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a stock market exhibits fast and slow dynamics corresponding to internal (such as company value and profitability) and external forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent.   The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in identifying significant influences and the quality of its predictive ability; promising results are also obtained by applying the model framework to the forecasting of major market-turning periods. Having shown that system-theoretic ideas can form the core of a novel and effective basis for stock market analysis, the book is completed by an indication of possible and likely future expansions of the research in this area.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Engineering.
Topical term or geographic name as entry element Finance.
Topical term or geographic name as entry element Economics, Mathematical.
Topical term or geographic name as entry element System theory.
Topical term or geographic name as entry element Control engineering.
Topical term or geographic name as entry element Engineering.
Topical term or geographic name as entry element Control.
Topical term or geographic name as entry element Quantitative Finance.
Topical term or geographic name as entry element Finance, general.
Topical term or geographic name as entry element Systems Theory, Control.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chen, Ben M.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9781447151548
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Lecture Notes in Control and Information Sciences,
International Standard Serial Number 0170-8643 ;
Volume number/sequential designation 442
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-1-4471-5155-5">http://dx.doi.org/10.1007/978-1-4471-5155-5</a>
912 ## -
-- ZDB-2-ENG
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type

No items available.