Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification

by A.K. Alexandridis

Through extensive examples and case studies, "Wavelet Neural Networks" provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applications, specifically, providing the mathematical and statistical framework needed for model selection, variable selection, wavelet network construction, initialization, training, forecasting and prediction, confidence intervals, prediction intervals, and model adequacy testing. The text is ideal for MBA students as well as researchers and practitioners. Various methodologies are separated into the appropriate procedural stages to facilitate understanding.

264 pages, Kindle Edition

First published January 1, 2014