Book Review: Neural Networks in Finance


Mark Rzepczynski reviews Neural Networks in Finance: Gaining Predictive Edge in the Markets in the January/February 2007 issue of the Financial Analysts Journal. He says “Any effective book on this topic should address the criticisms and display how the technique can be resurrected to solve forecasting problems. Even with this high hurdle, author Paul D. McNelis, of Fordham University, does an excellent job.”

Rzepczynski describes the book as short and dense, and likely to prove a difficult read for those not already versed in econometric methods. Nonetheless, he describes it as ideal for those who desire the clearest presentation of the technique and who want to gain a predictive edge.

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