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S & P 500 Stock Index' Futures Trading with Neural Networks
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Jae Hwa Choi (Department of Management, Dankook University)
Vol. 2, No. 2, Page: 43 ~ 54
Keywords
neural network, classification/predicition, stock index futures trading
Abstract
Financial markets are operating 24 hours a day throughout the world and interrelated in increasingly complex ways. Telecommunications and computer networks tie together markets in the from of electronic entities. Financial practitioners are inundated with an ever larger stream of data, produced by the rise of sophisticated database technologies, on the rising number of market instruments. As conventional analytic techniques reach their limit in recognizing data patterns, financial firms and institutions find neural network techniques to solve this complex task. Neural networks have found an important niche in financial a, pp.ications. We a, pp.y neural networks to Standard and Poor's (S&P) 500 stock index futures trading to predict the futures marker behavior. The results through experiments with a commercial neural, network software do su, pp.rt future use of neural networks in S&P 500 stock index futures trading.
Show/Hide Detailed Information in Korean
신경망을 이용한 S&P 500 주가지수 선물거래
최재하 (단국대학교 경영학과)
Cite this article
JIIS(APA) Style
& Choi, J. H. (1996). S & P 500 Stock Index' Futures Trading with Neural Networks. Journal of Intelligence and Information Systems, 2(2), 43-54.

IEEE Style
Jae Hwa Choi, "S & P 500 Stock Index' Futures Trading with Neural Networks", Journal of Intelligence and Information Systems, vol. 2, no. 2, pp. 43~54, 1996.

ACM Style
& Choi, J. H., 1996. S & P 500 Stock Index' Futures Trading with Neural Networks. Journal of Intelligence and Information Systems. 2, 2, 43--54.
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@article{Choi:JIIS:1996:28,
author = {Choi, Jae Hwa},
title = {S & P 500 Stock Index' Futures Trading with Neural Networks},
journal = {Journal of Intelligence and Information Systems},
issue_date = {December 1996},
volume = {2},
number = {2},
month = Dec,
year = {1996},
issn = {2288-4866},
pages = {43--54},
url = {},
doi = {},
publisher = {Korea Intelligent Information System Society},
address = {Seoul, Republic of Korea},
keywords = { neural network, classification/predicition and stock index futures trading },
}
%0 Journal Article
%1 28
%A Jae Hwa Choi
%T S & P 500 Stock Index' Futures Trading with Neural Networks
%J Journal of Intelligence and Information Systems
%@ 2288-4866
%V 2
%N 2
%P 43-54
%D 1996
%R
%I Korea Intelligent Information System Society