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Introduction to the special issue on neural networks in financial engineering

Abu-Mostafa, Yaser S. and Atiya, Amir F. and Magdon-Ismail, Malik and White, Halbert (2001) Introduction to the special issue on neural networks in financial engineering. IEEE Transactions on Neural Networks, 12 (4). pp. 653-656. ISSN 1045-9227. http://resolver.caltech.edu/CaltechAUTHORS:ABUieeetnn01a

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Abstract

There are several phases that an emerging field goes through before it reaches maturity, and computational finance is no exception. There is usually a trigger for the birth of the field. In our case, new techniques such as neural networks, significant progress in computing technology, and the need for results that rely on more realistic assumptions inspired new researchers to revisit the traditional problems of finance, problems that have often been tackled by introducing simplifying assumptions in the past. The result has been a wealth of new approaches to these time-honored problems, with significant improvements in many cases.


Item Type:Article
Additional Information:“©2001 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.” The guest editors would like to thank our referees for their great help in improving and selecting the papers of this volume. They also would like to thank Dr. J. Moody of Oregon Graduate Institute for his help with the editorial process for papers authored by the guest editors. We hope that this special issue will attract the readers of the TRANSACTIONS to participate in the computational finance community. The guest editorial work for this special issue was supported primarily by the Engineering Research Centers Program of the National Science Foundation under Award EEC-9402726.
Subject Keywords:financial applications of neural networks
Record Number:CaltechAUTHORS:ABUieeetnn01a
Persistent URL:http://resolver.caltech.edu/CaltechAUTHORS:ABUieeetnn01a
Alternative URL:http://dx.doi.org/10.1109/TNN.2001.935079
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:1196
Collection:CaltechAUTHORS
Deposited By: Archive Administrator
Deposited On:04 Jan 2006
Last Modified:26 Dec 2012 08:43

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