Neural networks for financial forecasting
By: Edward Gately.
Series: Wiley trader's advantage series
Publisher: Wiley
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 169
Subjects: Program trading (Securities); Neural networks (Computer science)
Description: When applied to the world of finance, neural networks are automated trading systems, based on mapping inputs and outputs for forecasting probable future values.

In Neural Networks for Financial Forecasting - the first book to focus on the role of neural networks specifically in price forecasting - traders are provided with a solid foundation that explains how neural nets work, what they can accomplish, and how to construct, use, and apply them for maximum profit. It is written by an acknowledged authority who is, himself, the developer of several successful networks.

Neural Networks for Financial Forecasting enables you to develop a usable, state-of-the-art network from scratch all the way through completion of training. There are spreadsheets and graphs throughout to illustrate key points, and an appendix of valuable information, including neural network software suppliers and related publications.
Notes: Includes bibliographical references (p. 149-161) and index.