Reference: | Bergerson, Karl and Donald C. Wunsch (1991), "A Commodity Trading Model Based on a Neural Network - Expert System Hybrid," Proceedings of the IEEE International Conference on Neural Networks, pp. 1289-1293.
Blank, S. C. (1991), "Chaos` in Futures Market? A Nonlinear Dynamical Analysis," Journal of Futures Markets, Vol. 11:711-728.
Bosarge, W. E. (1991), "Adaptive Processes to Exploit the Nonlinear Structure of Financial Markets," The Santa Fe Institute of Complexity Conference: Neural Networks and Pattern Recognition in Forecasting Financial Markets, February 15.
Bryson, AE. and y-c. Ho (1969), Applied Optimal Control, New York: Blaisdell.
Chande, Tushar S. and Stanley Kroll (1994), The New Technical Trader, New York: John Wiley and Sons, Inc.
DeCoster, G, P., Labys, W.C., and Mitchell, D. W. (1992), ``Evidence of Chaos in Commodity Futures Prices," Journal of Futures A1al`kets, Vol. 12:291-305.
Frank, M, and Stengos, T. (1989), "Measuring the Strangeness of Gold and Silver Rates of Return," Review of Economic Studies, Vol. 56:553-567.
Freeman, James A and David M, Skapura (1992), Neural Networks Algorithms. Applications, and Programming Techniques, Addison-Wesley, Reading MA
Grudnitski, Gary and Larry Osburn (1993), "Forecasting S&P and Gold Futures Prices:An Application of Neural Networks," Journal of Futures Markets, Vol. 13, No. 6,631-643 .
Herbst, Anthony F. (1992), Analyzing and Forecasting Futures Prices, New York: John Wiley and Sons, Inc.
Herbst, Anthony F. and C. W. Slinkman (1984), "Does the Evidence Support the Existence of `Political Economic` Cycles in the U.S. Stock Market?", Financial Analyst Journal, Vol. 40, No.2, March.
Hutchinson, James M., Andrew W. Lo, and Tomaso Poggio (1994), "A N onparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks,"Journal of Finance, Vol. 49, No.3, 851-889.
Kee, Wong Yue and Annie Koh (1994), "Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert System Advisor," Proceedings of the CBOT Conference.Minsky, M.L. and S.A. Papert (1969), Perceptrons, Cambridge: MIT Press.
Parker, D.D. (1985), "Learning Logic," Technical Report TR-47, Center for Computational Research in Economics and Management Science, Massachusetts Institute of Technology, Cambridge, MA.
Rosenblatt, F. (1958), "The Perceptron: A Probabilistic Model for Information Storage and Organization in the Brain." Psychological Review, Vol. 65, pp.3 86-408.
Rosenblatt, F. (1962), Principles ofneurodynamics, New York: Spartan Books.
Rumelhart, D. E., Hinton, G. E., and Williams, R. J. (1986), "Learning internal representations by error propagation," Parallel Distributed Processing, Vol. 1, pp.318-62, Cambrideg, MA: MIT Press.
Smith, Murray (1993), Neural Networks for Statistical Modeling, New York: Van Nostrand Reinhold.
Trippi, Robert R. and Duane DeSieno (1992), "Trading Equity Index Futures wjth a Neural Network," Journal of Portfolio Management, Fall 1992, pp. 27-33.
Trippi, Robert R., and Turban, E. (1993), Neural Networks ill Finance and Investing, Chicago: Probus Publishing.
Turban, E. (1990), Decision Support and Expert Systems, New York: Macmillan Publishing Company.
Tsaih, R. (1993), "The Softening Learning Procedure," Mathematical and Computer Modebng, Vol. 18, No.8, pp. 61-64.
Tsaih, R. (1995), "The Reasoning Neural Networks," Annals of Mathematics and Artificial Intelligence, forthcoming.
Tsaih, R. (1996), ``Learning Procedure that Guarantees Obtaining the Desired Solution Of the 2-Classes Categorization Learning Problem," class-note.
Werbos, P.J. (1974), "Beyond Regression: New Tools for Prediction and Analysis in the Behavioral Sciences," Ph.D. Thesis, Harvard University, Cambridge, MA. |