Market Modeling, Forecasting and Risk Analysis with Historical Consistent Neural Networks.
Hans-Georg ZimmermannRalph GrothmannChristoph TietzHolger von Jouanne-DiedrichPublished in: OR (2010)
Keyphrases
- risk analysis
- neural network
- decision making
- risk management
- risk assessment
- artificial neural networks
- pattern recognition
- foreign exchange
- short term
- back propagation
- fuzzy logic
- data analysis
- soft computing
- influence diagrams
- risk factors
- information security
- fuzzy numbers
- historical data
- neural network model
- stock market
- artificial intelligence
- genetic algorithm