MobiMine: monitoring the stock market from a PDA
ACM SIGKDD Explorations Newsletter
Dependency Detection in MobiMine and Random Matrices
PKDD '02 Proceedings of the 6th European Conference on Principles of Data Mining and Knowledge Discovery
Pattern Matching and Neural Networks Based Hybrid Forecasting System
ICAPR '01 Proceedings of the Second International Conference on Advances in Pattern Recognition
Investment using technical analysis and fuzzy logic
Fuzzy Sets and Systems - Special issue: Optimization and decision support systems
A comparative study of neural network and Box-Jenkins ARIMA modeling in time series prediction
Computers and Industrial Engineering - 26th International conference on computers and industrial engineering
IEEE Transactions on Knowledge and Data Engineering
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
Genetic algorithms to optimise the time to make stock market investment
Proceedings of the 8th annual conference on Genetic and evolutionary computation
Evolutionary neural network modeling for forecasting the field failure data of repairable systems
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
The relationship between market sentiment and equity premium: an artificial neural network analysis
International Journal of Electronic Finance
AIC'05 Proceedings of the 5th WSEAS International Conference on Applied Informatics and Communications
Inventory lot-sizing with supplier selection using hybrid intelligent algorithm
Applied Soft Computing
Support, Relevance and Spectral Learning for Time Series
ICANNGA '07 Proceedings of the 8th international conference on Adaptive and Natural Computing Algorithms, Part II
Prediction of Golden Cross and Dead Cross by Neural Networks and Its Utilization
KES '07 Knowledge-Based Intelligent Information and Engineering Systems and the XVII Italian Workshop on Neural Networks on Proceedings of the 11th International Conference
Establishing relationships among patterns in stock market data
Data & Knowledge Engineering
Forecasting stock market short-term trends using a neuro-fuzzy based methodology
Expert Systems with Applications: An International Journal
Proceedings of the 11th Annual conference on Genetic and evolutionary computation
Expert Systems with Applications: An International Journal
Forecasting model of global stock index by stochastic time effective neural network
Expert Systems with Applications: An International Journal
Financial market trading system with a hierarchical coevolutionary fuzzy predictive model
IEEE Transactions on Evolutionary Computation - Special issue on computational finance and economics
A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting
Information Sciences: an International Journal
Prediction of market price by using fast time delay neural networks
NN'10/EC'10/FS'10 Proceedings of the 11th WSEAS international conference on nural networks and 11th WSEAS international conference on evolutionary computing and 11th WSEAS international conference on Fuzzy systems
Comparison of artificial neural networks using prediction benchmarking
ACMOS'11 Proceedings of the 13th WSEAS international conference on Automatic control, modelling & simulation
ShiftTree: an interpretable model-based approach for time series classification
ECML PKDD'11 Proceedings of the 2011 European conference on Machine learning and knowledge discovery in databases - Volume Part II
An improved training algorithm for feedforward neural network learning based on terminal attractors
Journal of Global Optimization
SLA-based resource provisioning for heterogeneous workloads in a virtualized cloud datacenter
ICA3PP'11 Proceedings of the 11th international conference on Algorithms and architectures for parallel processing - Volume Part I
Computers and Industrial Engineering
KES'05 Proceedings of the 9th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part II
Utilization of NNs for improving the traditional technical analysis in the financial markets
KES'06 Proceedings of the 10th international conference on Knowledge-Based Intelligent Information and Engineering Systems - Volume Part III
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From the Publisher:A neural network is a computer program that can recognise patterns in data, learn from this and (in the case of time series data) make forecasts of future patterns. There are now over 20 commercially available neural network programs designed for use on financial markets and there have been some notable reports of their successful application. However, like any other computer program, neural networks are only as good as the data they are given and the questions that are asked of them. Proper use of a neural network involves spending time understanding and cleaning the data: removing errors, preprocessing and postprocessing. This book takes the reader beyond the 'black-box' approach to neural networks and provides the knowledge that is required for their proper design and use in financial markets forecasting - with an emphasis on futures trading. Comprehensively specified benchmarks are provided (including weight values), drawn from time series examples in chaos theory and financial futures. The book covers data preprocessing, random walk theory, trading systems and risk analysis. It also provides a literature review, a tutorial on backpropagation, and a chapter on further reading and software. For the professional financial forecaster this book is without parallel as a comprehensive, practical and up-to-date guide to this important subject.