Band 623
Forecasting and Hedging in the Foreign Exchange Markets
Aus der Reihe
Lecture Notes in Economics and Mathematical Systems
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- Taschenbuch ausgewählt
- eBook
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Sprache:Englisch
Fr. 73.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
12.06.2009
Abbildungen
XVIII, 43 illus., schwarz-weiss Illustrationen
Verlag
Springer BerlinSeitenzahl
207
Maße (L/B/H)
23.5/15.5/1.3 cm
Gewicht
353 g
Auflage
2009
Sprache
Englisch
ISBN
978-3-642-00494-0
Historical and recent developments at international ?nancial markets show that it is easy to loose money, while it is dif?cult to predict future developments and op- mize decision-making towards maximizing returns and minimizing risk. One of the reasons of our inability to make reliable predictions and to make optimal decisions is the growing complexity of the global economy. This is especially true for the f- eign exchange market (FX market) which is considered as one of the largest and most liquid ?nancial markets. Its grade of ef?ciencyand its complexityis one of the starting points of this volume. From the high complexity of the FX market, Christian Ullrich deduces the - cessity to use tools from machine learning and arti?cial intelligence, e.g., support vector machines, and to combine such methods with sophisticated ?nancial mod- ing techniques. The suitability of this combination of ideas is demonstrated by an empirical study and by simulation. I am pleased to introduce this book to its - dience, hoping that it will provide the reader with interesting ideas to support the understanding of FX markets and to help to improve risk management in dif?cult times. Moreover, I hope that its publication will stimulate further research to contribute to the solution of the many open questions in this area.
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