Neural network modeling for futures forecasting

MaRDI QIDQ3609349zbMATH OpenFDO

Authors Ying Huang, Mei Bai, Zi-Zhen Li

Publication date 6 March 2009

zbMATH Keywords

BP algorithmfutures forecastneural networks

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

Recommendations

• scientific article; zbMATH DE number 1304890
• Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks
• scientific article; zbMATH DE number 5370853
• A comparative study on BP network and RBF network in futures forecasting
• scientific article; zbMATH DE number 1304901

Cited in

(8)

• Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks
• Neural Networks for Forecasting in a Multi-skill Call Centre
• scientific article; zbMATH DE number 5370853 (Why is no real title available?)
• A comparative study on BP network and RBF network in futures forecasting
• scientific article; zbMATH DE number 1304890 (Why is no real title available?)
• scientific article; zbMATH DE number 1304917 (Why is no real title available?)
• scientific article; zbMATH DE number 1927177 (Why is no real title available?)
• Futures price forecasting based on GRA-CS-BP algorithm

Describes a project that uses

Uses Software

• Matlab

This page was built for publication: Neural network modeling for futures forecasting

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3609349)