Neural networks in finance : gaining predictive edge in the market
By P. McNelis. 2005
194 citations recorded by the source corpus.
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Erkam Güresen
- Eva Dezsi
- Gülgün Kayakutlu
- Tugrul U. Daim
- Ionel Nistor
- George S. Atsalakis
- Kimon P. Valavanis
- Srimat T. Chakradhar
Citations in the corpus
- Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009, background): “To approximate the real stock market process model requires, among other factors, taking into consideration how traders – human beings – actually learn, process information, and make decisions (McNelis, 2005).”
- CAN DEEP MACHINE LEARNING OUTSMART THE MARKET? A COMPARISON BETWEEN ECONOMETRIC MODELLING AND LONG- SHORT TERM MEMORY (2016, background): “Paul D. McNelis, 2005, Neural Networks in Finance - Gaining Predictive Edge in the Market, Elsevier Academic Press.”
- Neural network Trojan (2013, unknown): “They have seen its use in many application areas such as gaming [9,20,33], finance [28,55] and health care [3], among many other fields.”
- A dynamically configurable coprocessor for convolutional neural networks (2010, background): “Feed-forward multilayer neural networks [12] are computational models that are widely used in diverse domains such as video and image processing [22], medical diagnosis systems [14] and financial forecasting [15].”
- Using artificial neural network models in stock market index prediction (2011, background): “Forecasting simply means understanding which variables lead to predict other variables (Mcnelis, 2005).”