Filippo Castiglione  Home/Search
Context
Related
| zpr.unikoeln.de/pu...zpr2000400.ps.gz Cached: PS.gz PS PDF This document uses CoBlitz to cache paper downloads. If your firewall is blocking outgoing connections to port 3125, you can use these links to download local copies.
Image Update HelpPS.gz PS PDF From: zpr.unikoeln.d....php3?paper=400 (more) (Enter author homepages) |
Rate this article:      (best)Comment on this article |
Abstract: . Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. A simplified approach in forecasting is given by "black box" methods like neural networks that assume little about the structure of the economy. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural net able to forecast the sign of the price increments with a success rate slightly above 50 percent can... (Update)
Active bibliography (related documents): More All
0.1: Pareto Multi-Objective Non-Linear Regression Modelling to .. - Jonathan Fieldsend And (2002) (Correct)
0.1: Training Neural Networks Beyond the Euclidean Distance.. - Fieldsend (2000) (Correct)
0.1: Pareto Evolutionary Neural Networks - Fieldsend, Singh (2003) (Correct)
System load high. Please wait...
Timeout. Please try your query later.
Similar documents based on text: More All
0.2: Diffusion And Aggregation In An Agent Based Model Of Stock.. - Castiglione (2000) (Correct)
0.2: An Algorithm to Select Target Specific Probes for DNA Chips - Kaderali, Schliep (2001) (Correct)
0.2: A Note on the Finite Time Behaviour of Simulated Annealing - Nolte, Schrader (1999) (Correct)
BibTeX entry: (Update)
@misc{ castiglione-forecasting,
author = "Filippo Castiglione",
title = "Forecasting price increments using an artificial Neural Network",
url = "citeseer.ist.psu.edu/castiglione00forecasting.html" }
Citations (may not include all citations):357 Approximation by superposition of a sigmoidal function (context) - Cybenko - 1989
185 Numerical recipes in C: the art of scientific computing (context) - Press, Teukolsky et al. - 1994
168 Time Series Prediction: Forecasting the Future and Understan.. (context) - Weigend, editors - 1994
122 The Econometrics of Financial Markets (context) - Campbell, Lo et al. - 1997
26 Neural Networks in Financial Engineering: A Study in Methodo.. (context) - Refenes, Burgess et al. - 1997
22 Artificial Neural Networks approximation and Learning Theory (context) - White - 1992
8 Forecasting the Economy with Neural Nets: A survey of Challe.. (context) - Moody - 1998
1 Herd behaviour and aggregate fluctuations in financial marke.. (context) - Cont, Bouchaud - 1999
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC