Background
Azoff, Eitan Michael was born on December 14, 1956 in Haifa, Israel. Arrived in England, 1964.
(Neural Network Time Series Forecasting of Financial Marke...)
Neural Network Time Series Forecasting of Financial Markets E. Michael Azoff The first comprehensive and practical introduction to using neural networks in financial time series forecasting. This practical working guide shows you how to understand, design and profitably use neural network techniques in financial market forecasting. It encompasses: • A tutorial introduction to neural networks • Data preprocessing • Key network design issues • Random walk probability theory • Fully specified benchmarks (and code for implementing the benchmarks as pre-trained networks) • An overview of futures trading • Discussion of trading systems and risk management The book focuses on the multilayer perception, one of the most powerful and successful network architectures that is used in the majority of commercial applications, especially financial time series forecasting. The fully specified benchmarks are a unique feature of the book and will be of particular benefit if you are contemplating designing your own neural network using one of the many commercial simulators.
http://www.amazon.com/gp/product/0471943568/?tag=2022091-20
research and development executive
Azoff, Eitan Michael was born on December 14, 1956 in Haifa, Israel. Arrived in England, 1964.
Bachelor of Science in Engineering, University College London, 1978. Master of Science, University London, 1979. Doctor of Philosophy, Sheffield University, 1986.
Research associate Sheffield University, 1982-1986. Senior research associate Rutherford Appleton Laboratory, Oxfordshire, 1986-1989. Research & Development manager Zetetic International Ltd., Nottingham, 1989-1992.
Proprietor Numerical Modelling Consultant, 1990-1994. Founder, director Themisto Numerics Ltd., Nottingham, since 1992.
(Neural Network Time Series Forecasting of Financial Marke...)
Member Institute of Electrical and Electronics Engineers, Institute Electrical Engineers, International Neural Network Society.