42049 - Neural Networks in Finance (XNF) [UB]

The Objective is to present of systematic form the possible applications of neural networks applications in Finance



See detailed current content here.

1. Neural Networks Overview
2. Equity Applications (Modelling Stock Returns)
3. Foreign Exchange applications (trading)
4. Bond Applications (Rating)
5. Macroeconomic Applications
6. Corporate Performance (Business Failure Prediction)

Main topics are Neural Networks and Finance

• Refenes, A.P. (1995). Neural Networks in the Capital Markets, Wiley.
• Trippi R.R. y Turban. E. (1993). Neural Networks in Finance and Investing. Probus Publishing Company.
• Zapranis A. y Refenes, A.P.(1999). Principles of Neural Model Identification, Selection and Adequacy, Springer.
• Trippi, R.R. y Lee, J.K. (1992). Artificial Intelligence in Finance & Investing. State-of-the-Art Technologies for Securities Selection and Porfolio Management, IRWIN Professional Publishing.
• Jimmy Shadbolt and John G. Taylor (2002). Neural Networks and the financial Markets, Springer.