The IRMA Community
Newsletters
Research IRM
Click a keyword to search titles using our InfoSci-OnDemand powered search:
|
Applying Neural Networks for Modeling of Financial Assets
Abstract
The purpose of this chapter is to develop an analytical system for forecasting prices of financial assets with the use of artificial neural networks technology. Proposed by the authors, the analytical system consists of several neural networks, each of which makes the forecast of financial assets prices. The system includes recurrence (with feedback) neural networks with sigmoidal activation formula. This allows the networks to “remember” a sequence of reactions to the same stimulus. The learning process of neural networks is performed using an algorithm of back propagation of error. The key parameters of forecast for this analytical system are the indicators presented by the terminal MetaTrader 4-broker Forex Club: Average Directional и Movement Index; Bollinger Bands; Envelopes; Ichimoku Kinko Hyo; Moving Average; Parabolic SAR; Standard Deviation; Average True Range; and others.
Related Content
|
Vinod Kumar, Himanshu Prajapati, Sasikala Ponnusamy.
© 2023.
18 pages.
|
|
Sougatamoy Biswas.
© 2023.
14 pages.
|
|
Ganga Devi S. V. S..
© 2023.
10 pages.
|
|
Gotam Singh Lalotra, Ashok Sharma, Barun Kumar Bhatti, Suresh Singh.
© 2023.
15 pages.
|
|
Nimish Kumar, Himanshu Verma, Yogesh Kumar Sharma.
© 2023.
16 pages.
|
|
R. Soujanya, Ravi Mohan Sharma, Manish Manish Maheshwari, Divya Prakash Shrivastava.
© 2023.
12 pages.
|
|
Nimish Kumar, Himanshu Verma, Yogesh Kumar Sharma.
© 2023.
22 pages.
|
|
|