Making trading decisions for financial-engineered derivatives: a novel ensemble of neural networks using information content.
Mark T. LeungAn-Sing ChenRuben ManchaPublished in: Intell. Syst. Account. Finance Manag. (2009)
Keyphrases
- information content
- neural network
- decision making
- trading systems
- financial markets
- mutual information
- neural network ensemble
- foreign exchange
- artificial neural networks
- normal form
- decision makers
- financial information
- akaike information criterion
- training data
- back propagation
- semantic similarity
- pattern recognition
- electronic commerce
- ensemble methods
- salient points
- information retrieval
- trading strategies
- risk management
- expert systems
- financial data
- database design
- query language
- high resolution
- relational databases