Modeling Financial Time Series with Artificial Neural Networks
| Data(s) |
14/11/2011
14/11/2011
15/12/2009
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| Resumo |
Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis. CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001) |
| Identificador | |
| Idioma(s) |
en_US |
| Publicador |
Boston University Center for Adaptive Systems and Department of Cognitive and Neural Systems |
| Relação |
BU CAS/CNS Technical Reports;CAS/CNS-TR-2009-012 |
| Direitos |
Copyright 2009 Boston University. Permission to copy without fee all or part of this material is granted provided that: 1. The copies are not made or distributed for direct commercial advantage; 2. the report title, author, document number, and release date appear, and notice is given that copying is by permission of BOSTON UNIVERSITY TRUSTEES. To copy otherwise, or to republish, requires a fee and / or special permission. Boston University Trustees |
| Tipo |
Technical Report |
