Forecasting S&P 500 stock index futures with a hybrid AI system
Authors:
- Ray TsaihRTRay Tsaih
- Yenshan HsuYHYenshan Hsu
- Charles C. LaiCLCharles C. Lai
- 1 June 1998
- journal article
- Published by Elsevier in Decision Support Systems
- Vol. 23 (2) , 161-174
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- Reasoning Neural Networks1997
- A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning NetworksThe Journal of Finance, 1994
- Integrating artificial neural networks with rule-based expert systemsDecision Support Systems, 1994
- The softening learning procedureMathematical and Computer Modelling, 1993
- Forecasting S&P and gold futures prices: An application of neural networksJournal of Futures Markets, 1993
- Trading Equity Index Futures With a Neural NetworkThe Journal of Portfolio Management, 1992
- Evidence of chaos in commodity futures pricesJournal of Futures Markets, 1992
- Introduction to the Theory of Neural ComputationPhysics Today, 1991
- “Chaos” in futures markets? A nonlinear dynamical analysisJournal of Futures Markets, 1991
- The perceptron: A probabilistic model for information storage and organization in the brain.Psychological Review, 1958