[PDF][PDF] Trading equity index futures with a neural network
RR Trippi, D DeSieno - Journal of Portfolio management, 1992 - researchgate.net
Neural networks are on the threshold of becoming assimilated into the mainstream of
financial decision making. As a form of machine learning, this technology is especially …
financial decision making. As a form of machine learning, this technology is especially …
Integrating AI and optimization for decision support: A survey
A Dutta - Decision Support Systems, 1996 - Elsevier
Optimization models have been the workhorses of computer based decision support. Their
emphasis is on model structure, quantification and solution efficiency. However, there also …
emphasis is on model structure, quantification and solution efficiency. However, there also …
Commodity futures trading performance using neural network models versus ARIMA models
C Ntungo, M Boyd - … of Futures Markets: Futures, Options, and …, 1998 - Wiley Online Library
Neural networks trading returns are compared out‐of‐sample with traditional ARIMA returns
for corn, silver, and deutsche mark. Results show that neural network and ARIMA models …
for corn, silver, and deutsche mark. Results show that neural network and ARIMA models …
Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management
Financial portfolio management describes the task of distributing funds and conducting
trading operations on a set of financial assets, such as stocks, index funds, foreign exchange …
trading operations on a set of financial assets, such as stocks, index funds, foreign exchange …
[BOOK][B] Intelligent asset management
The scenario when investors need to manage a large number of financial assets has an
essential difference from what most of the people do for stock movement prediction today …
essential difference from what most of the people do for stock movement prediction today …
Integrating arbitrage pricing theory and artificial neural networks to support portfolio management
The paper presents an innovative approach that integrates the arbitrage pricing theory (APT)
and artificial neural networks (ANN) to support portfolio management. The integrated …
and artificial neural networks (ANN) to support portfolio management. The integrated …
A web-based information system for stock selection and evaluation
MR Zargham, MR Sayeh - … workshop on advance issues of E …, 1999 - ieeexplore.ieee.org
We have developed an expert system, called PORSEL (PORtfolio SELection system), which
uses an effective set of rules to select and evaluate stocks on the Internet. At present, the …
uses an effective set of rules to select and evaluate stocks on the Internet. At present, the …
Understanding cat bonds
AJ Sterge, B van der Stichele - The Journal of Alternative …, 2016 - search.proquest.com
Cat bonds are short-term, floating rate instruments that act like reinsurance contracts in that
they provide issuers protection against prespecified catastrophic property losses such as …
they provide issuers protection against prespecified catastrophic property losses such as …
Unification of linear programming with a rule-based system by the post-model analysis approach
JK Lee, YU Song - Management Science, 1995 - pubsonline.informs.org
We attempt to unify a linear programming model with a rule-based system via overlapped
decision variables. Since a rule base can be regarded as an acyclic AND/OR digraph, the …
decision variables. Since a rule base can be regarded as an acyclic AND/OR digraph, the …
Model of integration and cooperation of multi-criteria decision support methods
J Becker, A Becker - Procedia Computer Science, 2021 - Elsevier
The aim of the article was to present the model of integration and cooperation (hybridization)
of selected methods of decision support as a specific research procedure. The model is the …
of selected methods of decision support as a specific research procedure. The model is the …