Abstract
In this chapter Marina Resta demonstrates experimentally the great potential of neural networks for design of systems for trading stock markets. She suggests the use of a hybrid neural network architecture that combines the approach of Self-Organizing Maps together with that of Genetic Algorithms. She shows the forecasting capabilities of this hybrid system and evidence of the performance of this system. This chapter is a nice extension of the applications of trading systems presented in “Trading on the Edge”. The novelty here is that genetic algorithms and self-organizing maps are combined.
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© 1998 Springer-Verlag Berlin Heidelberg
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Resta, M. (1998). A Hybrid Neural Network System for Trading Financial Markets. In: Deboeck, G., Kohonen, T. (eds) Visual Explorations in Finance. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-4471-3913-3_7
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DOI: https://doi.org/10.1007/978-1-4471-3913-3_7
Publisher Name: Springer, London
Print ISBN: 978-1-84996-999-4
Online ISBN: 978-1-4471-3913-3
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