[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 …

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 …

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 …

Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management

P Nousi, L Avramelou, G Rodinos, M Tzelepi… - arXiv preprint arXiv …, 2023 - arxiv.org
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 …

[BOOK][B] Intelligent asset management

F Xing, E Cambria, R Welsch - 2019 - Springer
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 …

Integrating arbitrage pricing theory and artificial neural networks to support portfolio management

SY Hung, TP Liang, VWC Liu - Decision support systems, 1996 - Elsevier
The paper presents an innovative approach that integrates the arbitrage pricing theory (APT)
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 …

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 …

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 …

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 …