Neural networks in financial trading.
Georgios SermpinisAndreas S. KarathanasopoulosRafael RosilloDavid de la FuentePublished in: Ann. Oper. Res. (2021)
Keyphrases
- neural network
- financial markets
- trading systems
- foreign exchange
- pattern recognition
- stock market
- trading strategies
- stock exchange
- financial information
- electronic commerce
- financial forecasting
- multi layer
- genetic algorithm
- recurrent neural networks
- neural network model
- fuzzy logic
- feed forward
- neural nets
- artificial neural networks
- decision making
- stock data
- financial data
- artificial neural networks to predict
- activation function
- stock price
- network architecture
- self organizing maps
- multi layer perceptron
- fraud detection
- feedforward neural networks
- training process
- risk management
- radial basis function
- fault diagnosis
- financial crisis
- back propagation
- market data
- sufficient conditions
- sharpe ratio
- case study