From: cisneros@cs.ucf.edu (Jaime Cisneros)
Newsgroups: comp.ai
Subject: Summary on stock market analysis
Date: 13 Aug 92 19:15:27 GMT
Organization: University of Central Florida, Orlando

First, I would like to thank all the people who
replied to my post, I really appreciate it!!!!

The following is a summary of all the responses 
I received about stock market analysis:

==============================================================
From griffith@avo.hp.com Wed Jul 29 11:15:04 1992
Check pub/neuroprose at archive.cis.ohio-state.edu (128.146.8.62). Also,
I picked up a paper from some folks in Singapore (Polycarpou?) the identifies
the standard net architecture used in financial markets; the paper may also
be in the archives.

Finally, you may want to subscribe to neuron digest (the publisher is on 
vacation for three weeks now); information on financial analysis has
appeared regularly for about a year now.

Good Luck, 
Jeff Griffith


From jf4527@adelphi.edu Sun Jul 26 08:23:00 1992
jaime,
     i saw your request for information on the above subject.
there is a new book out , "neural networks in c++ by adam blum
published by wiley. in it blum supplies the code of a bp that
does stock market forcasts.i hope this is of some help.
                                   later,
                                        jamie fitzpatrick


From vcb@ugcs.caltech.edu Fri Jul 24 19:17:31 1992
I just got done with a small research project on how a 
general Back-Prop neural net generalizes economic 
time-series (specifically the SP500)  It seemed to do
a very good job of generalizing.  But, I really don't
have too much that I can offer you, this was just a 
little two week fun project to kill some Cray time.  There
are no papers specifically on NNs and the stock market
that I know of, but, if you want, I can e-mail references of 
some rather obtuse technical papers on Chaotic time series 
analysis and Chaos and NNs.  If you get any leads from others
from this group, please send them to me too, if its not too much
trouble. -> especially ftpable software.

Thanks,

Vance Bjorn
vcb@ugcs.caltech.edu


From morand@shire.enet.dec.com Fri Jul 24 04:04:21 1992
Jaime,

As an hobby, I'm traking the progress made by ES and NN applied to Stock
market analysis. I can tell you that it's quite difficult to get information 
on this subject. 

Here are few information :

- Apparently several papers are included in the INNS Conference proceeding
  of Baltimore. (If you can access them I would appreciate to get a copy)
  My fax is 41 22 709 4140 in Switzerland.

- A fund named CAPITAL INVESTMENT INC is managing 200 M$ in the UK and GY using
  NN

- Lou MENDELSHOHN\\MENDELSOHN Enterprises Inc.\\
   50 Meadow Lane\\ZEPHYRHILLS\\FL 33544\\U.S.A. is running a company 
   selling NN application on stock trading. (as far as this company is close
   to you, If you have a chance to review their work/products, you may post
   your results in the NEWS and give me your impression)

- A Conference will take place in LONDON (UK) Sept 23rd and 24th on DATA
  MINING IN FINANCE AND MARKETING. Among the various speaches I pick-up :
    - Overview of intelligent techniques for Finance (including Genetic
      algorithms, fuzzy logic and chaos theory) delivered by Andrew COLIN
      CITIBANK

    - NON-LINEAR DYNAMIC ANALYSIS AND ITS IMPORTANCE FOR NEURAL NETWORK DESIGN
      Speaker : Guido DECOECK World Bank
  
    - SIMULATION OF ARTIFICIAL STOCK MARKETS USING GENETIC ALGORITHMS 
      Speaker : Dr Paul TAYLER, Musgrave Institute

    For more info on this conference Fax Juliet COE IBC Technical Services 
    limited IBC house Canada Road Industrial Estate BYFLEET Surrey KT14 7JL
    They are selling the documentation for 140 UKP. (cONFERENCE FEE 935 UKP !)

I would appreciate if you can keep me uptodate of your findings.

Thanks and regards,

Jean-Claude
   

From tvh@gnv.ifas.ufl.edu Fri Jul 24 10:07:37 1992
Jaime:
A suggestion I would give is the following newsletter:
Sixth Generation Systems
PO Box 155
Vicksburg, MI  49097
	This guy is very knowledgeable in all application areas of neural 
net technology, especially the financial side.  He will send one for you to 
review.  On the back of it are various ways to get information on neural net
applications, news, etc..  However, in these tight budget days, as you well
know, his prices may be out of reach.  Anyway, hope this helps.
		Tony V. Harrison



From M.Staples@brisbane Thu Jul 23 19:13:03 1992
I too am interested in such analysis programs (especially but not only source
code). Could you please either email me a summary of replys, or post a summary
to comp.ai.neural-nets?

I believe there are some papers on this area available via anonymous ftp
on archive.cis.ohio-state.edu in the pub/neuroprose directory.

M.Staples@brisbane.geomechanics.csiro.au	CSIRO Division of Geomechanics
Mark Staples					PO Box 63
						St.Lucia
						QLD 4068 Australia

From gkarak@isosun.ariadne-t.gr Thu Jul 23 07:00:01 1992
Since I am also interested in AI applications on stock market analysis,
I would greatly appreciate if you could please forward to me any response
you will receive to your last message to comp.ai.
There are some papers on this topic in the proceddings of AI in Wall Street
'91 published by IEEE.

Gregory Karakoulas
Department of Informatics,
Athens University of Economics and Business
76 Patission St.,
104 34 Athens,
Greece.


From mbp@generali.harvard.edu Thu Jul 23 10:58:07 1992
I don't know about ftp'able programs but I recently purchased a book
called "Neural Networks in C++" by Adam Blum published by Wiley and in
chapter 4 "Applications of Neural Nets" they've got and example that
"is a stock market forecaster." It uses a straightforward backprop type
network.

Mark Palmerino      mbp@wjh12.harvard.edu       Voice: (617) 345-9500
========================================================================

Finally, I also would like to thank Daryl Montgomery and Younan Lu with
whom I exchanged some e-mail about things they new on applications 
and information about stock market analysis.
Newsgroups: comp.ai