Predictive Data Mining Models (computational Risk Management)
by David L. Olson /
2016 / English / PDF
6.8 MB Download
This book reviews forecasting data mining models, from basic tools
for stable data through causal models, to more advanced models
using trends and cycles. These models are demonstrated on the basis
of business-related data, including stock indices, crude oil
prices, and the price of gold. The book’s main approach is above
all descriptive, seeking to explain how the methods concretely
work; as such, it includes selected citations, but does not go into
deep scholarly reference. The data sets and software reviewed were
selected for their widespread availability to all readers with
internet access.
This book reviews forecasting data mining models, from basic tools
for stable data through causal models, to more advanced models
using trends and cycles. These models are demonstrated on the basis
of business-related data, including stock indices, crude oil
prices, and the price of gold. The book’s main approach is above
all descriptive, seeking to explain how the methods concretely
work; as such, it includes selected citations, but does not go into
deep scholarly reference. The data sets and software reviewed were
selected for their widespread availability to all readers with
internet access.