Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations
Computational Finance
2014-06-05 v1 Computational Engineering, Finance, and Science
Neural and Evolutionary Computing
Abstract
This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capability on securities market trading operations.
Keywords
Cite
@article{arxiv.1406.0968,
title = {Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations},
author = {Christopher S Kirk},
journal= {arXiv preprint arXiv:1406.0968},
year = {2014}
}
Comments
11 pages