A survey of the application of soft computing to investment and financial trading

By B. Vanstone, Clarence N. W. Tan. 2003

31 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.

Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, background): “A number of surveys were published for stock market forecasting studies based on various soft computing methods at different times [24, 25, 26, 27, 28, 29, 30, 31].”
Intelligent stock trading system by turning point confirming and probabilistic reasoning (2008, background): “However, most of them just utilize low-level price data as their training set in classification or rule induction (Vanstone & Tan, 2003).”
Intelligent stock trading system based on improved technical analysis and Echo State Network (2011, unknown): “Among them, soft computing techniques, such as fuzzy logic, neural networks and probabilistic reasoning draw most attention because of their ability to handle uncertainty and noise in stock market (Vanstone & Tan, 2003, 2005).”
Soft computing techniques applied to finance (2008, methodology): “Among them, we could mention the books written by Almeida et al. [39], Chen [40], Chen and Wang [41] or Trippi and Turban [42] or surveys like the one authored by Vanstone and Tan [43] or Wong and Selvi [44].”