Commodity Trading Using Neural Networks: Models for the Gold Market
dc.contributor.author | Brauner, Erik | en_US |
dc.contributor.author | Dayhoff, Judith E. | en_US |
dc.contributor.author | Sun, Xiaoyun | en_US |
dc.contributor.department | ISR | en_US |
dc.date.accessioned | 2007-05-23T10:04:05Z | |
dc.date.available | 2007-05-23T10:04:05Z | |
dc.date.issued | 1997 | en_US |
dc.description.abstract | Essential to building a good financial forecasting model is having a realistic trading model to evaluate forecasting performance. Using gold trading as a platform for testing we present a profit based model which we use to evaluate a number of different approaches to forecasting. Using novel training techniques we show that neural network forecasting systems are capable of generating returns for above those of classical regression models. | en_US |
dc.format.extent | 403896 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.uri | http://hdl.handle.net/1903/5868 | |
dc.language.iso | en_US | en_US |
dc.relation.ispartofseries | ISR; TR 1997-41 | en_US |
dc.subject | neural networks | en_US |
dc.subject | neural systems | en_US |
dc.subject | robust information processing | en_US |
dc.subject | signal processing | en_US |
dc.subject | time series prediction | en_US |
dc.subject | forecasting | en_US |
dc.subject | financial engineering | en_US |
dc.subject | Intelligent Control Systems | en_US |
dc.title | Commodity Trading Using Neural Networks: Models for the Gold Market | en_US |
dc.type | Technical Report | en_US |
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