Guidelines for Financial Forecasting with Neural Networks

摘要：

Neural networks are good at classification, forecasting and recognition. They are also good candidates of financial forecasting tools. Forecasting is often used in the decision making process. Neural network training is an art. Trading based on neural network outputs, or trading strategy is also an art. We will discuss a seven-step neural network forecasting model building approach in this article. Pre and post data processing/analysis skills, data sampling, training criteria and model recommendation will also be covered in this article.

作者: JingTao YAO Chew Lim TAN

作者单位: Dept of Information Systems Massey University Private Bag 11222 Palmerston North New Zealand Dept of Computer Science National University of Singapore 1 Science Drive 2 Singapore 117543 Singapo

会议类型: 国际会议

会议名称: 8th International Conference on Neural Information Processing(ICONIP 2001)(第八届国际神经信息处理大会)

会议地点: 上海

会议语种:英文

页码: 810-815

在线出版日期: 2001-11-14（万方平台首次上网日期，不代表论文的发表时间）