Publisher's Synopsis
Neural Network Time Series Forecasting of Financial Markets E. Michael Azoff The first comprehensive and practical introduction to using neural networks in financial time series forecasting. This practical working guide shows you how to understand, design and profitably use neural network techniques in financial market forecasting. It encompasses:
- A tutorial introduction to neural networks
- Data preprocessing
- Key network design issues
- Random walk probability theory
- Fully specified benchmarks (and code for implementing the benchmarks as pre–trained networks)
- An overview of futures trading
- Discussion of trading systems and risk management
