Neural Networks in Finance: Gaining Predictive Edge in the Markets (a review)
By Mark S. Rzepczynski. 2007
22 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.
- Ahmad Shawahna
- Aiman H. El-Maleh
- Algirdas Antano Maknickas
- Sadiq M. Sait
- Arturo Geigel
- Gautier Marti
- Philippe Donnat
- Aleksandras Vytautas Rutkauskas
Citations in the corpus
- Autoregressive Convolutional Neural Networks for Asynchronous Time Series (2017, background): “Literature on deep learning for financial time series forecasting is even scarcer though interest in using neural networks for financial predictions is not new (Mozer, 1993; McNelis, 2005).”
- Investigation of financial market prediction by recurrent neural network (2011, background): “Opposite to statistical analysis there could be sophisticated reinforcement learning agents [6] or neural networks [2-4].”
- Unsupervised Learning Trojan (2014, background): “Among the applications of machine learning are financial applications (Krollner et al., 2010; McNelis, 2005), medical applications (Kononenko, 2001), and intrusion detection (Tsai et al., 2009; Sabhnani & Serpen, 2003a), among many others.”
- FPGA-Based Accelerators of Deep Learning Networks for Learning and Classification: A Review (2019, background): “image classification [27]–[32], face detection and recognition [33], [34], robot navigation [35]–[37], real-time multiple object tracking [38], financial forecasting [39], and medical diagnosis systems [40]–[42], to name a few.”