Title: Financial prediction using neural networks /
Authors: Zirilli, Joseph S.
Publisher: International Thomson Computer Press,
Year: 1997
Subjects: Speculation.; Neural networks.; Futures market; Investment analysis
Abstract: Many research articles have appeared on applying neural network techniques to prediction in the various financial markets, but few publications offer practical guidance for implementing these techniques in the real world. This book provides a step-by-step system for setting up and trading a market using a neural network as the prediction engine. The techniques and methods presented in this book can be applied to any market, anywhere in the world, so this book will appeal to anyone who wants to trade or predict financial markets, specifically institutional traders (futures, commodities, stock, bonds, currencies, etc.), private investors and brokerage houses. It should also be of interest to students of financial market timing and Artificial Intelligence.
Contents: 1. Review of neural networks -- 2. Introduction to the futures markets -- 3. Introduction to technical analysis -- 4. Survey of neural network literature on financial prediction -- 5. Basic strategy for trend prediction -- 6. A mechanical neural net position trading system -- 7. Advanced feature extraction techniques for trend prediction -- 8. Other trend prediction strategies -- 9. Basic strategy for price prediction -- 10. Advanced feature extraction techniques for price prediction -- 11. Other price prediction strategies -- 12. Integrating with other branches of artificial intelligence -- 13. Getting started -- Appendix A. Back-propagation algorithm details.