메뉴 건너뛰기




Volumn 1, Issue , 1999, Pages 267-274

Would evolutionary computation help in designs of ANNs in forecasting foreign exchange rates?

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE;

EID: 84901435518     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.1999.781935     Document Type: Conference Paper
Times cited : (10)

References (20)
  • 1
    • 85071343664 scopus 로고    scopus 로고
    • A test for independence based on the correlation dimension
    • Brock, W. D., D. Dechert, J. Scheinkman, and B. LeBaron (1996), "A Test for Independence Based on the Correlation Dimension", Econometric Reviews, 15, pp. 197-235.
    • (1996) Econometric Reviews , vol.15 , pp. 197-235
    • Brock, W.D.1    Dechert, D.2    Scheinkman, J.3    LeBaron, B.4
  • 2
    • 0000472488 scopus 로고
    • Likelihood ratio statistics for autoregressive time series with a unit root
    • Dickey, D. A., and W. A. Miller (1986), "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root", Econometrica 49, pp. 1057-1072.
    • (1986) Econometrica , vol.49 , pp. 1057-1072
    • Dickey, D.A.1    Miller, W.A.2
  • 4
    • 0031123711 scopus 로고    scopus 로고
    • Evolving artificial neural networks to combine financial forecasts
    • Harrald, P. G. and M. Kamstra (1997), "Evolving Artificial Neural Networks to Combine Financial Forecasts", IEEE Transactions on Evolutionary Computation, Vol. 1, No. 1, pp. 40-52.
    • (1997) IEEE Transactions on Evolutionary Computation , vol.1 , Issue.1 , pp. 40-52
    • Harrald, P.G.1    Kamstra, M.2
  • 5
    • 84993911657 scopus 로고
    • A nonparametric approach to pricing and hedging derivative securities via learning networks
    • Hutchinson, J. M., A. W. Lo, and T. Poggio (1994), "A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks", Journal of Finance, Vol. XLIX, tNo. 3, pp. 851-889.
    • (1994) Journal of Finance , vol.49 , Issue.3 , pp. 851-889
    • Hutchinson, J.M.1    Lo, A.W.2    Poggio, T.3
  • 9
    • 84983857211 scopus 로고
    • Forecasting exchange rates using feedforward and recurrent neural networks
    • Kuan, C.-M. and T. Liu (1995), "Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks", Journal of Applied Econometrics, Vol. 10, pp. 347-364.
    • (1995) Journal of Applied Econometrics , vol.10 , pp. 347-364
    • Kuan, C.-M.1    Liu, T.2
  • 10
    • 35348875471 scopus 로고
    • Prediction of monthly transition of the composition of stock price index using recurrent Bäck-propagation
    • Lee, C. H. and K. C. Park (1992), "Prediction of Monthly Transition of the Composition of Stock Price Index Using Recurrent Bäck- Propagation", Artificial Neural Network 2, pp. 1629-1632.
    • (1992) Artificial Neural Network , vol.2 , pp. 1629-1632
    • Lee, C.H.1    Park, K.C.2
  • 11
    • 84901452064 scopus 로고
    • The performance of the neocognition with various S-cell and C-cell transfer functions
    • Department of Electronic Engineering, Univ. of Queensland
    • Lovell, D. R. and A. C. Tsoi (1992), "The Performance of the Neocognition with Various S-cell and C-cell Transfer Functions", Intelligent Machines Laboratory, Department of Electronic Engineering, Univ. of Queensland.
    • (1992) Intelligent Machines Laboratory
    • Lovell, D.R.1    Tsoi, A.C.2
  • 13
    • 84889116601 scopus 로고
    • Neural network, genetic algorithms and stock trading
    • Margarita, S. (1991), "Neural Network, Genetic Algorithms and Stock Trading", Artificial Neural Networks 1, pp. 1763-1766.
    • (1991) Artificial Neural Networks , vol.1 , pp. 1763-1766
    • Margarita, S.1
  • 14
    • 0002787457 scopus 로고
    • Architecture selection strategies for neural networks: Application to corporate bond rating prediction
    • A.-P. Refenes ed., John Wiley, New York
    • Moody, J. and J. Utans (1995), "Architecture Selection Strategies for Neural Networks: Application to Corporate Bond Rating Prediction", in A.-P. Refenes (ed.), Neural Networks in the Capital Market, John Wiley, New York.
    • (1995) Neural Networks in the Capital Market
    • Moody, J.1    Utans, J.2
  • 15
    • 84901422924 scopus 로고    scopus 로고
    • On making problems evolutionary friendly
    • V. W. Porto, N. Saravanan, D. Waagen and A. E. Eiben eds.
    • Sebald, A. V. and K. Chellapilla (1998), "On Making Problems Evolutionary Friendly", in V. W. Porto, N. Saravanan, D. Waagen and A. E. Eiben (eds.), Evolutionary Programming VII, pp. 271-290.
    • (1998) Evolutionary Programming VII , pp. 271-290
    • Sebald, A.V.1    Chellapilla, K.2
  • 18
    • 2442668730 scopus 로고    scopus 로고
    • A genetic adaptive neural network approach to pricing options: A simulation analysis
    • White, A. J. (1998), "A Genetic Adaptive Neural Network Approach to Pricing Options: A Simulation Analysis", Journal of Computational Intelligence, Vol. 6, No. 2, pp. 13-23.
    • (1998) Journal of Computational Intelligence , vol.6 , Issue.2 , pp. 13-23
    • White, A.J.1
  • 19
    • 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 Proceedings of the IEEE International Conference on Neural Networks, Vol. II, pp. 451-458.
    • (1988) Proceedings of the IEEE International Conference on Neural Networks , vol.2 , pp. 451-458
    • White, H.1
  • 20
    • 0027574256 scopus 로고
    • A review of evolutionary artificial neural networks
    • Yao, X. (1993), "A Review of Evolutionary Artificial Neural Networks", International Journal of Intelligent Systems, Vol. 8, No. 4, pp. 539-567.
    • (1993) International Journal of Intelligent Systems , vol.8 , Issue.4 , pp. 539-567
    • Yao, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.