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Abstract: this paper is to extend the current financial applications of EANNs to a higher level of evolution, and to evaluate its relevance. Table 1: Stylized Facts of DM/US Returns: 6/3/98, 3799 Observations. Procedure Result Procedure Result Skewness-0.0196 Kurtosis 4.3912 Jargue-Bera 306:6182 (Update)
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BibTeX entry: (Update)
@misc{ chen-would,
author = "Shu-Heng Chen and Chun-Fen Lu",
title = "Would Evolutionary Computation Help in Designs of Artificial Neural Nets
in Forecasting Financial Time Series?",
url = "citeseer.ist.psu.edu/235117.html" }
Citations (may not include all citations):35 A Nonparametric Approach to Pricing and Hedging Derivative S.. - Hutchinson, Lo et al. - 1994
12 Stock Market Prediction System with Modular Neural Networks (context) - Kimoto, Asakawa et al. - 1990
10 Forecasting Exchange Rates Using Feedforward and Recurrent N.. - Kuan - 1995
7 Evolving Artificial Neural Networks to Combine Financial For.. (context) - Harrald, Kamstra - 1997
5 Stock Price Pattern Recognition: A Recurrent Neural Network .. (context) - Kamijo - 1990
3 Forecasting Economic Turning Points with Neural Nets (context) - Hoptroff, Bramson et al. - 1991
2 Prediction of Monthly Transition of the Composition of Stock.. (context) - Lee, Park - 1992
1 Intelligent Trading of an Emerging Market (context) - Jang - 1994
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