Forecasting Financial Markets: Exchange Rates, Interest Rates and Asset Management

Partial table of contents:

MODELLING WITH HIGH FREQUENCY DATA.

Forecasting Foreign Exchange Rates Subject to De-Volatilization (B.Zhou).

Dynamic Strategies: A Correlation Study (E. Acar & P.Lequeux).

THE INFORMATIONAL CONTENT OF VOLATILITY MARKETS.

Using Option Prices to Estimate Realignment Probabilities in theEuropean Monetary System (A. Malz).

Efficiency Test with Overlapping Data: An Application to theCurrency Options Market (C. Dunis & A. Keller).

APPLICATIONS OF NEURAL NETWORKS AND GENETIC ALGORITHMS.

The Use of Error Feedback Terms in Neural Network Modelling ofFinancial Time Series ( A. Burgess & A. Refenes).

An Evolutionary Algorithm for Portfolio Selection within a DownsideFramework ( A. Loraschi & A. Tettamanzi).

Index.