𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting futures trading volume using neural networks

✍ Scribed by Iebeling Kaastra; Milton S. Boyd


Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
828 KB
Volume
15
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Commodity futures trading performance us
✍ Ntungo, Chrispin; Boyd, Milton πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 300 KB πŸ‘ 2 views

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 had positive returns, and at about the same levels. However, deutsche mark was less profitable and returns were not statist

Forecasting flows in Apalachicola River
✍ Wenrui Huang; Bing Xu; Amy Chan-Hilton πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 292 KB

## Abstract Forecasting river flow is important to water resources management and planning. In this study, an artificial neural network (ANN) model was successfully developed to forecast river flow in Apalachicola River. The model used a feed‐forward, back‐propagation network structure with an opti

Forecasting S&P and gold futures prices:
✍ Gary Grudnitski; Larry Osburn πŸ“‚ Article πŸ“… 1993 πŸ› John Wiley and Sons 🌐 English βš– 732 KB

We would like to acknowledge N. Marovac and R. Swiniarski of the Department of Mathematical Sciences at San Diego State University for introducing us to neural networks. Also, the helpful comments of E. Ornberg and N. Varaiya of the Department of Finance, San Diego State University, and two anonymou

Forecasting daily foreign exchange rates
✍ Ashok K. Nag; Dr Amit Mitra πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 97 KB

## Abstract Forecasting currency exchange rates is an important financial problem that has received much attention especially because of its intrinsic difficulty and practical applications. The statistical distribution of foreign exchange rates and their linear unpredictability are recurrent themes

Short-term inflow forecasting using an a
✍ Z. X. Xu; J. Y. Li πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 230 KB πŸ‘ 1 views

## Abstract The primary objective of this study is to investigate the possibility of including more temporal and spatial information on short‐term inflow forecasting, which is not easily attained in the traditional time‐series models or conceptual hydrological models. In order to achieve this objec