Based on a Santa Fe Institute and NATO sponsored workshop, this book brings together the ideas of leading researchers in the rapidly expanding, interdisciplinar

This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinea

Modelling and Forecasting Financial Data brings together a coherent and accessible set of chapters on recent research results on this topic. To make such method

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and re

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente