An empirical methodology for developing stockmarket trading systems using artificial neural networks

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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Dangosydd eitem ddigidol (DOI)

A great deal of work has been published over the past decade on the application of neural networks to stockmarket trading. Individual researchers have developed their own techniques for designing and testing these neural networks, and this presents a difficulty when trying to learn lessons and compare results. This paper aims to present a methodology for designing robust mechanical trading systems using soft computing technologies, such as artificial neural networks. This paper describes the key steps involved in creating a neural network for use in stockmarket trading, and places particular emphasis on designing these steps to suit the real-world constraints the neural network will eventually operate in. Such a common methodology brings with it a transparency and clarity that should ensure that previously published results are both reliable and reusable.
Iaith wreiddiolSaesneg
Tudalennau (o-i)6668-6680
Nifer y tudalennau13
CyfnodolynExpert Systems with Applications
Cyfrol36
Rhif y cyfnodolyn3 PART 2
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - 1 Ebr 2009
Cyhoeddwyd yn allanolIe
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