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Introduction to financial forecasting

Abu-Mostafa, Yaser S. and Atiya, Amir F. (1996) Introduction to financial forecasting. Applied Intelligence, 6 (3). pp. 205-213. ISSN 0924-669X. https://resolver.caltech.edu/CaltechAUTHORS:20190628-091500494

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Abstract

This paper provides a brief introduction to forecasting in financial markets with emphasis on commodity futures and foreign exchange. We describe the basic approaches to forecasting, and discuss the noisy nature of financial data. Using neural networks as a learning paradigm, we describe different techniques for choosing the inputs, outputs, and error function. We also describe the learning from hints technique that augments the standard learning from examples method. We demonstrate the use of hints in foreign-exchange trading of the U.S. Dollar versus the British Pound, the German Mark, the Japanese Yen, and the Swiss Franc, over a period of 32 months. The paper does not assume a background in financial markets.


Item Type:Article
Related URLs:
URLURL TypeDescription
https://doi.org/10.1007/bf00126626DOIArticle
Additional Information:© 1996 Kluwer Academic Publishers.
Subject Keywords:financial markets; trading; forecasting; learning; hints
Issue or Number:3
Record Number:CaltechAUTHORS:20190628-091500494
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20190628-091500494
Official Citation:Abu-Mostafa, Y.S. & Atiya, A.F. Appl Intell (1996) 6: 205. https://doi.org/10.1007/BF00126626
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:96814
Collection:CaltechAUTHORS
Deposited By: Tony Diaz
Deposited On:28 Jun 2019 16:43
Last Modified:03 Oct 2019 21:25

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