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| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20140310143335.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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130406s2013 xxk| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781447151555 |
|
978-1-4471-5155-5 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
629.8 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
London : |
| -- |
Springer London : |
| -- |
Imprint: Springer, |
| -- |
2013. |
| 912 ## - |
|---|
| -- |
ZDB-2-ENG |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Zheng, Xiaolian. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| 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. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XII, 161 p. 92 illus. |
| Other physical details |
online resource. |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Lecture Notes in Control and Information Sciences, |
| International Standard Serial Number |
0170-8643 ; |
| Volume number/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 |
Systems theory. |
|
|---|
| 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/Investment/Banking. |
|
|---|
| 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 |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9781447151548 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-1-4471-5155-5 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
