Neural networks and financial forecasting
No Thumbnail Available
File version
Author(s)
Mostafa, F
Dillon, T
Chang, E
Dillon, T
Chang, E
Griffith University Author(s)
Primary Supervisor
Other Supervisors
Editor(s)
Date
2017
Size
File type(s)
Location
License
Abstract
In the 1960s, neural networks were one of the most promising and active areas of research. Neural networks were applied to a variety of problems in the hope of achieving major breakthroughs by discovering relationships within the data.
Journal Title
Conference Title
Book Title
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Edition
1st
Volume
697
Issue
Thesis Type
Degree Program
School
Publisher link
Patent number
Funder(s)
Grant identifier(s)
Rights Statement
Rights Statement
Item Access Status
Note
Access the data
Related item(s)
Subject
Control engineering, mechatronics and robotics
Artificial intelligence
Machine learning
Persistent link to this record
Citation
Mostafa, F; Dillon, T; Chang, E, Neural networks and financial forecasting, Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk, 2017, 697, pp. 51-80