Stock Market Modeling and Forecasting: A System Adaptation Approach

by Xiaolian Zheng and Ben M. Chen

Stock Market Modeling and Forecasting 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...

• Format: Paperback
• Language: English
• ISBN: 1447151542
• ISBN13: 9781447151548
• Release Date: April 2013
• Publisher: Springer
• Length: 161 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"