Neural network time series forecasting of financial markets
著者
書誌事項
Neural network time series forecasting of financial markets
（Wiley finance editions）
Wiley, 1994
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注記
Bibliography: p. [181]-190
Includes index
内容説明・目次
内容説明
A practical introduction to the use of neural networks in financial time series forecasting, this monograph encompasses such topics as data preprocessing, random walk probability theory and specified benchmarks (and the code that is used to implement benchmarks as pre-trained networks). There is also an overview of futures trading and discussion of trading systems and risk management. Emphasis is placed on multilater perception networks, which are used in many commercial applications.
目次
- The Multi-Layer Perceptron: A Tutorial
- The Preprocessing Stage
- Designing the Neural Network
- Designing Aspects for Forecasting
- Forecasting Financial Time Series for Futures Traders
- Benchmarks
- Further Reading and Information
- Backpropagation
- Optimal Brain Damage Method
- Principal Component Analysis Program.
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