Novel exploitation of neural network methods in financial markets

The exploitation of neural network techniques in different types of financial market problems is discussed and illustrated by snatching the inherent qualities of networks to problem domains in finance. In particular the author considers the construction of a portfolio under constraints as an optimis...

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Bibliographic Details
Published inIEEE International Conference on Neural Networks, 1994 Vol. 6; pp. 3623 - 3628 vol.6
Main Author Lowe, D.
Format Conference Proceeding
LanguageEnglish
Published IEEE 1994
Subjects
Asset management
Constraint optimization
Economic forecasting
Feeds
Forward contracts
Intelligent networks
Neural networks
Portfolios
Pricing
Testing
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ISBN078031901X
9780780319011
DOI10.1109/ICNN.1994.374919

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Summary:The exploitation of neural network techniques in different types of financial market problems is discussed and illustrated by snatching the inherent qualities of networks to problem domains in finance. In particular the author considers the construction of a portfolio under constraints as an optimisation problem amenable to solution by an analog neural network, and short term equities prediction as a problem in nonlinear multichannel time series forecasting, which can be addressed by feedforward networks.< >
ISBN:078031901X
9780780319011
DOI:10.1109/ICNN.1994.374919