메뉴 건너뛰기




Volumn 10, Issue 6, 1996, Pages 523-542

Embedding technical analysis into neural network based trading systems

Author keywords

[No Author keywords available]

Indexed keywords

COMBINATORIAL CIRCUITS; FINANCIAL DATA PROCESSING; FORECASTING; LOGIC PROGRAMMING; NEURAL NETWORKS;

EID: 0030287051     PISSN: 08839514     EISSN: 10876545     Source Type: Journal    
DOI: 10.1080/088395196118416     Document Type: Article
Times cited : (36)

References (17)
  • 1
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • (May-June)
    • Black, F., and M. Scholes. 1973. The pricing of options and corporate liabilities. Journal of Political Economy 81(May-June).
    • (1973) Journal of Political Economy , vol.81
    • Black, F.1    Scholes, M.2
  • 3
    • 0040668583 scopus 로고
    • An explicit feature selection strategy for predictive models of the S&P 500 index
    • Chenoweth, T., and Z. Obradovid. 1995b. An explicit feature selection strategy for predictive models of the S&P 500 index. NeuroveSt Journal 3(6): 14-21.
    • (1995) Neurovest Journal , vol.3 , Issue.6 , pp. 14-21
    • Chenoweth, T.1    Obradovid, Z.2
  • 4
    • 0030130754 scopus 로고    scopus 로고
    • A multi-component nonlinear prediction system for the S&P 500 index
    • Chenoweth, T., and Z. Obradovid. 1996. A multi-component nonlinear prediction system for the S&P 500 index. Neurocomputing Journal
    • (1996) Neurocomputing Journal
    • Chenoweth, T.1    Obradovid, Z.2
  • 5
    • 0024861871 scopus 로고
    • Approximation by superpositions of a sigmoidal function
    • Cybenko, G. 1989. Approximation by superpositions of a sigmoidal function. Mathematics of Control, Signals, and Systems 2: 303-314.
    • (1989) Mathematics of Control, Signals, and Systems , vol.2 , pp. 303-314
    • Cybenko, G.1
  • 10
    • 0003410301 scopus 로고
    • A radial basis function approach to financial time series analysis. Ph.D. Thesis
    • Cambridge, Mass
    • Hutchinson, J. 1993. A radial basis function approach to financial time series analysis. Ph.D. thesis, Massachusetts Institute of Technology, Cambridge, Mass.
    • (1993) Massachusetts Institute of Technology
    • Hutchinson, J.1
  • 13
    • 0029530852 scopus 로고
    • Comparison of symbolic and connectionist approaches to local experts integration
    • Portland, Oreg.: Nortcon
    • Romero, P., and Z. Obradovid. 1995. Comparison of symbolic and connectionist approaches to local experts integration. In Proceedings of the IEEE technical applications conference. Portland, Oreg.: Nortcon: 105-110.
    • (1995) Proceedings of the IEEE Technical Applications Conference , pp. 105-110
    • Romero, P.1    Obradovid, Z.2
  • 16
    • 0003529238 scopus 로고
    • Beyond regression: New tools for prediction and analysis in the behavioral sciences
    • Ph.D. thesis, Harvard University, Cambridge, Mass. Reprinted as P. Werbos, New York: John Wiley & Sons. 1994
    • Werbos, P. 1974. Beyond regression: New tools for prediction and analysis in the behavioral sciences, Ph.D. thesis, Harvard University, Cambridge, Mass. Reprinted as P. Werbos, The Roots ofbackpropagation: From ordered derivatives to neural networks and political forecasting. New York: John Wiley & Sons. 1994.
    • (1974) The Roots Ofbackpropagation: From Ordered Derivatives to Neural Networks and Political Forecasting
    • Werbos, P.1
  • 17
    • 0024124328 scopus 로고
    • Economic prediction using neural networks: The case of IBM daily stock returns
    • White, H. 1988. Economic prediction using neural networks: The case of IBM daily stock returns. In Proc. IEEE int. conf. on neural networks, vol. 2, 451-458.
    • (1988) Proc. IEEE Int. Conf. On Neural Networks , vol.2 , pp. 451-458
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.