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...
Saved in:
| Published in | IEEE International Conference on Neural Networks, 1994 Vol. 6; pp. 3623 - 3628 vol.6 |
|---|---|
| Main Author | |
| Format | Conference Proceeding |
| Language | English |
| Published |
IEEE
1994
|
| Subjects | |
| Online Access | Get full text |
| ISBN | 078031901X 9780780319011 |
| DOI | 10.1109/ICNN.1994.374919 |
Cover
| Abstract | 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.< > |
|---|---|
| AbstractList | 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.< > |
| Author | Lowe, D. |
| Author_xml | – sequence: 1 givenname: D. surname: Lowe fullname: Lowe, D. organization: Neural Comput. Res. Lab., Aston Univ., Birmingham, UK |
| BookMark | eNotj0trwzAQhAVtoU2ae-lJf8Cp1pKR9xhMH4HgXlroLazdFVXjSMFWX_--gmQuHzMLuzszcR5iYCFuQC0BFN6tm7ZdAqJZamsQ8EzMlK2VBlTwdikW0_SpskwFStsrsWrjNw-Sfw9D9ImSj0FGJwN_jTRkpJ847uSe00d8n6QP0vlAofd5uKdxx2m6FheOhokXJ87F68P9S_NUbJ4f181qU3iwZSoQHWBHFfUOLdWKrUPuMMfGlUhKc7b5y66HShtnsdRVdtpWZGrqSM_F7XGvZ-btYfT5_t_2WFL_AxvYSlQ |
| ContentType | Conference Proceeding |
| DBID | 6IE 6IL CBEJK RIE RIL |
| DOI | 10.1109/ICNN.1994.374919 |
| DatabaseName | IEEE Electronic Library (IEL) Conference Proceedings IEEE Xplore POP ALL IEEE Xplore All Conference Proceedings IEEE Electronic Library (IEL) IEEE Proceedings Order Plans (POP All) 1998-Present |
| DatabaseTitleList | |
| Database_xml | – sequence: 1 dbid: RIE name: IEEE Electronic Library (IEL) url: https://proxy.k.utb.cz/login?url=https://ieeexplore.ieee.org/ sourceTypes: Publisher |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Computer Science |
| EndPage | 3628 vol.6 |
| ExternalDocumentID | 374919 |
| GroupedDBID | 6IE 6IK 6IL AAJGR AAWTH ACGHX ALMA_UNASSIGNED_HOLDINGS BEFXN BFFAM BGNUA BKEBE BPEOZ CBEJK IERZE OCL RIE RIL |
| ID | FETCH-LOGICAL-i172t-99f19ba5acf97a80e7f9eb999f4f29a03e9eb319bc1534f7923519b375a48aba3 |
| IEDL.DBID | RIE |
| ISBN | 078031901X 9780780319011 |
| IngestDate | Tue Aug 26 22:56:55 EDT 2025 |
| IsPeerReviewed | false |
| IsScholarly | false |
| Language | English |
| LinkModel | DirectLink |
| MergedId | FETCHMERGED-LOGICAL-i172t-99f19ba5acf97a80e7f9eb999f4f29a03e9eb319bc1534f7923519b375a48aba3 |
| ParticipantIDs | ieee_primary_374919 |
| PublicationCentury | 1900 |
| PublicationDate | 19940000 |
| PublicationDateYYYYMMDD | 1994-01-01 |
| PublicationDate_xml | – year: 1994 text: 19940000 |
| PublicationDecade | 1990 |
| PublicationTitle | IEEE International Conference on Neural Networks, 1994 |
| PublicationTitleAbbrev | ICNN |
| PublicationYear | 1994 |
| Publisher | IEEE |
| Publisher_xml | – name: IEEE |
| SSID | ssj0000451037 |
| Score | 1.2600654 |
| Snippet | The exploitation of neural network techniques in different types of financial market problems is discussed and illustrated by snatching the inherent qualities... |
| SourceID | ieee |
| SourceType | Publisher |
| StartPage | 3623 |
| SubjectTerms | Asset management Constraint optimization Economic forecasting Feeds Forward contracts Intelligent networks Neural networks Portfolios Pricing Testing |
| Title | Novel exploitation of neural network methods in financial markets |
| URI | https://ieeexplore.ieee.org/document/374919 |
| Volume | 6 |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| link | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjZ09T8MwEIYt6MRUKEV8ywNr0iRO6nhEFVVhiBio1K3yxbZUURJE0w78enx2UgRiYEocKVbkKLnz3b3PEXKXqYwrKey2BPcmqbWBASjFggQShvYcM31YbVGMZ_P0aZEtWs6208JorV3xmQ7x1OXyVV1uMVQ2YjwViPg85PnYS7X24RTEpESMu415jsqcKO74Ot047rKUkRg9TooChXpp6Of80VvFmZZp32u2N45IiBUlr-G2gbD8_MVr_OdTH5Pht4aPPu-t0wk50NWA9LsmDrT9pk_JfVHv9Jq6iVteN60NRc6lXNuDqxKnvtH0hq4qajpGB31ziunNkMynDy-TWdD2VQhW1l1pAiFMLEBmsjSCyzzS3AgN1lM0qUmEjJi2Q7tkUNrfYWqQMGj9PGA8k2kuQbIz0qvqSp8TyiCONAOVgfWrEjsZjEsFeHOcASvzCzLABVm-e3TG0q_F5Z9Xr8iRBxVjfOOa9JqPrb6xFr-BW_euvwAh5qex |
| linkProvider | IEEE |
| linkToHtml | http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwjZ3PT4MwFMcbMw96ms4Zf9uDVxjQdtCjWTSbTuJhS3Zb-qBNFucwjnnwr7evwIzGgycoCQ0pgff63vt-HiE3IhdxrqTdluDehFsb6EGeMy-CiKE9x0wfVluk_eGUP8zErOZsOy2M1toVn2kfT10uPy-yDYbKeizmEhGfu4JzLiqx1jaggqCUgMVua56gNicIG8JOMw6bPGUge6NBmqJUj_vVrD-6qzjjct-uVNtrxyTEmpIXf1OCn33-Ijb-87kPSPdbxUeft_bpkOzoVYe0mzYOtP6qj8htWnzoJXUT18RuWhiKpEu1tAdXJ06rVtNrulhR01A66KvTTK-7ZHp_NxkMvbqzgrewDkvpSWlCCUqozMhYJYGOjdRgfUXDTSRVwLQd2iWDzP4QuUHGoPX0gMVC8USBYsektSpW-oRQBmGgGeQCrGcV2cmgn-WAN4cCWJackg4uyPytgmfMq7U4-_PqNdkbTp7G8_EofTwn-xW2GKMdF6RVvm_0pbX_JVy59_4FG8iq_g |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=proceeding&rft.title=IEEE+International+Conference+on+Neural+Networks%2C+1994&rft.atitle=Novel+exploitation+of+neural+network+methods+in+financial+markets&rft.au=Lowe%2C+D.&rft.date=1994-01-01&rft.pub=IEEE&rft.isbn=9780780319011&rft.volume=6&rft.spage=3623&rft.epage=3628+vol.6&rft_id=info:doi/10.1109%2FICNN.1994.374919&rft.externalDocID=374919 |
| thumbnail_l | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9780780319011/lc.gif&client=summon&freeimage=true |
| thumbnail_m | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9780780319011/mc.gif&client=summon&freeimage=true |
| thumbnail_s | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9780780319011/sc.gif&client=summon&freeimage=true |