Neural Networks in the Capital Markets

Authors:
Apostolos-Paul Refenes
Affiliations:
-
Venue:
Neural Networks in the Capital Markets
Year:
1994

Citing 0
Cited 24

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References

Neural networks and the financial markets
Applying operations research techniques to financial markets

Interfaces
Neural networks and their economic applications

Artificial intelligence and security in computing systems
Computational intelligence in economics and finance: carrying on the legacy of Herbert Simon

Information Sciences: an International Journal - Special issue: Computational intelligence in economics and finance
Financial market monitoring by case-based reasoning

Expert Systems with Applications: An International Journal
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Computers and Industrial Engineering
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Applied Intelligence
Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures

Computational Economics
An empirical methodology for developing stockmarket trading systems using artificial neural networks

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IWANN '09 Proceedings of the 10th International Work-Conference on Artificial Neural Networks: Part II: Distributed Computing, Artificial Intelligence, Bioinformatics, Soft Computing, and Ambient Assisted Living
Exchange rate forecasting using a combined parametric and nonparametric self-organising modelling approach

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Efficient neural network pruning during neuro-evolution

IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
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Letters: Variance change point detection via artificial neural networks for data separation

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ICIC'09 Proceedings of the 5th international conference on Emerging intelligent computing technology and applications
Disaggregation & aggregation of time series components: A hybrid forecasting approach using generalized regression neural networks and the theta method

Neurocomputing
Application of multi-layer recurrent neural network in chaotic time series prediction: a real case study of crude oil distillation capacity

International Journal of Artificial Intelligence and Soft Computing
Stock trading system based on formalized technical analysis and ranking technique

ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
An intelligent utilization of neural networks for improving the traditional technical analysis in the stock markets

KES'05 Proceedings of the 9th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part I

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Abstract

From the Publisher:Based on original papers which represent new and significant research, developments and applications in finance and investment. The author takes a pragmatic view of neural networks, treating them as computationally equivalent to well-understood, non-parametric inference methods in decision science. The author also makes comparisons with established techniques where appropriate.