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008			150903s2013 xxk| o |||| 0|eng d
020			_a9781447151555 _99781447151555
024	7		_a10.1007/9781447151555 _2doi
035			_avtls000340024
039		9	_a201509030842 _bVLOAD _c201404300408 _dVLOAD _y201402061015 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aTJ212-225
100	1		_aZheng, Xiaolian. _eautor _9315046
245	1	0	_aStock Market Modeling and Forecasting : _bA System Adaptation Approach / _cby Xiaolian Zheng, Ben M. Chen.
264		1	_aLondon : _bSpringer London : _bImprint: Springer, _c2013.
300			_axii, 161 páginas 92 ilustraciones _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aLecture Notes in Control and Information Sciences, _x0170-8643 ; _v442
500			_aSpringer eBooks
505	0		_aA 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			_aStock 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.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aChen, Ben M. _eautor _9306155
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9781447151548
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4471-5155-5 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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