Forecasting Stock Returns with Artificial Neural Networks

2011 ◽  
pp. 47-79 ◽  
Author(s):  
Suraphan Thawornwong ◽  
David Enke
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Stock Returns ◽  
Future Research ◽  
Network Architectures ◽  
Network Applications ◽  
Artificial Neural ◽  
Neural Network Applications

During the last few years there has been growing literature on applications of artificial neural networks to business and financial domains. In fact, a great deal of attention has been placed in the area of stock return forecasting. This is due to the fact that once artificial neural network applications are successful, monetary rewards will be substantial. Many studies have reported promising results in successfully applying various types of artificial neural network architectures for predicting stock returns. This chapter reviews and discusses various neural network research methodologies used in 45 journal articles that attempted to forecast stock returns. Modeling techniques and suggestions from the literature are also compiled and addressed. The results show that artificial neural networks are an emerging and promising computational technology that will continue to be a challenging tool for future research.

Artificial Neural Networks

2011 ◽  
pp. 222-243
Author(s):  
Joarder Kamruzzaman ◽  
Ruhul Sarker
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Network Models ◽  
Neural Network Models ◽  
Network Applications ◽  
The Neural Network ◽  
Artificial Neural ◽  
Neural Network Applications

The primary aim of this chapter is to present an overview of the artificial neural network basics and operation, architectures, and the major algorithms used for training the neural network models. As can be seen in subsequent chapters, neural networks have made many useful contributions to solve theoretical and practical problems in finance and manufacturing areas. The secondary aim here is therefore to provide a brief review of artificial neural network applications in finance and manufacturing areas.

Artificial Neural Networks

2006 ◽  
pp. 1-27 ◽  
Author(s):  
Joarder Kamruzzaman ◽  
Ruhul A. Sarker
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Network Models ◽  
Neural Network Models ◽  
Network Applications ◽  
The Neural Network ◽  
Artificial Neural ◽  
Neural Network Applications

The primary aim of this chapter is to present an overview of the artificial neural network basics and operation, architectures, and the major algorithms used for training the neural network models. As can be seen in subsequent chapters, neural networks have made many useful contributions to solve theoretical and practical problems in finance and manufacturing areas. The secondary aim here is therefore to provide a brief review of artificial neural network applications in finance and manufacturing areas.

Artificial Neural Networks

2018 ◽  
pp. 120-131 ◽  
Author(s):  
Steven Walczak
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Future Research ◽  
Network Architectures ◽  
Advantages And Disadvantages ◽  
History Of ◽  
Future Research Directions ◽  
Artificial Neural

This chapter examines the history of artificial neural networks research through the present day. The components of artificial neural network architectures and both unsupervised and supervised learning methods are discussed. Although a step-by-step tutorial of how to develop artificial neural networks is not included, additional reading suggestions covering artificial neural network development are provided. The advantages and disadvantages of artificial neural networks for research and real-world applications are presented as well as potential solutions to many of the disadvantages. Future research directions for the field of artificial neural networks are presented.

Artificial Neural Networks

2019 ◽  
pp. 40-53 ◽  
Author(s):  
Steven Walczak
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Future Research ◽  
Network Architectures ◽  
Advantages And Disadvantages ◽  
History Of ◽  
Future Research Directions ◽  
Artificial Neural

This chapter examines the history of artificial neural networks research through the present day. The components of artificial neural network architectures and both unsupervised and supervised learning methods are discussed. Although a step-by-step tutorial of how to develop artificial neural networks is not included, additional reading suggestions covering artificial neural network development are provided. The advantages and disadvantages of artificial neural networks for research and real-world applications are presented as well as potential solutions to many of the disadvantages. Future research directions for the field of artificial neural networks are presented.

scholarly journals Optimal Artificial Neural Network Type Selection Method for Usage in Smart House Systems

Sensors ◽  
2020 ◽  
Vol 21 (1) ◽  
pp. 47
Author(s):  
Vasyl Teslyuk ◽  
Artem Kazarian ◽  
Natalia Kryvinska ◽  
Ivan Tsmots
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Input Data ◽  
Optimization Criterion ◽  
Fuzzy Input ◽  
Different Types ◽  
Smart House ◽  
Artificial Neural

In the process of the “smart” house systems work, there is a need to process fuzzy input data. The models based on the artificial neural networks are used to process fuzzy input data from the sensors. However, each artificial neural network has a certain advantage and, with a different accuracy, allows one to process different types of data and generate control signals. To solve this problem, a method of choosing the optimal type of artificial neural network has been proposed. It is based on solving an optimization problem, where the optimization criterion is an error of a certain type of artificial neural network determined to control the corresponding subsystem of a “smart” house. In the process of learning different types of artificial neural networks, the same historical input data are used. The research presents the dependencies between the types of neural networks, the number of inner layers of the artificial neural network, the number of neurons on each inner layer, the error of the settings parameters calculation of the relative expected results.

scholarly journals FEATURES OF DIAGNOSTIC ARTIFICIAL NEURAL NETWORKS FOR HYBRID EXPERT SYSTEMS

2019 ◽  
Vol 26 ◽  
pp. 36-46
Author(s):  
S. KONOVALOV ◽  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Expert Systems ◽  
Technical System ◽  
Bulletin Board ◽  
Confidence Factor ◽  
Complex Technical System ◽  
Artificial Neural

In the proposed article, various methods of constructing an artificial neural network as one of the components of a hybrid expert system for diagnosis were investigated. A review of foreign literature in recent years was conducted, where hybrid expert systems were considered as an integral part of complex technical systems in the field of security. The advantages and disadvantages of artificial neural networks are listed, and the main problems in creating hybrid expert systems for diagnostics are indicated, proving the relevance of further development of artificial neural networks for hybrid expert systems. The approaches to the analysis of natural language sentences, which are used for the work of hybrid expert systems with artificial neural networks, are considered. A bulletin board is shown, its structure and principle of operation are described. The structure of the bulletin board is divided into levels and sublevels. At sublevels, a confidence factor is applied. The dependence of the values of the confidence factor on the fulfillment of a particular condition is shown. The links between the levels and sublevels of the bulletin board are also described. As an artificial neural network architecture, the «key-threshold» model is used, the rule of neuron operation is shown. In addition, an artificial neural network has the property of training, based on the application of the penalty property, which is able to calculate depending on the accident situation. The behavior of a complex technical system, as well as its faulty states, are modeled using a model that describes the structure and behavior of a given system. To optimize the data of a complex technical system, an evolutionary algorithm is used to minimize the objective function. Solutions to the optimization problem consist of Pareto solution vectors. Optimization and training tasks are solved by using the Hopfield network. In general, a hybrid expert system is described using semantic networks, which consist of vertices and edges. The reference model of a complex technical system is stored in the knowledge base and updated during the acquisition of new knowledge. In an emergency, or about its premise, with the help of neural networks, a search is made for the cause and the control action necessary to eliminate the accident. The considered approaches, interacting with each other, can improve the operation of diagnostic artificial neural networks in the case of emergency management, showing more accurate data in a short time. In addition, the use of such a network for analyzing the state of health, as well as forecasting based on diagnostic data using the example of a complex technical system, is presented.

scholarly journals An artificial neural network identifies glyphosate-impacted brackish communities based on 16S rRNA amplicon MiSeq read counts

2019 ◽  
Author(s):  
René Janßen ◽  
Jakob Zabel ◽  
Uwe von Lukas ◽  
Matthias Labrenz
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Environmental Monitoring ◽  
Microbial Communities ◽  
List Type ◽  
Neural Net ◽  
Next Generation ◽  
Artificial Neural

AbstractArtificial neural networks can be trained on complex data sets to detect, predict, or model specific aspects. Aim of this study was to train an artificial neural network to support environmental monitoring efforts in case of a contamination event by detecting induced changes towards the microbial communities. The neural net was trained on taxonomic cluster count tables obtained via next-generation amplicon sequencing of water column samples originating from a lab microcosm incubation experiment conducted over 140 days to determine the effects of the herbicide glyphosate on succession within brackish-water microbial communities. Glyphosate-treated assemblages were classified correctly; a subsetting approach identified the clusters primarily responsible for this, permitting the reduction of input features. This study demonstrates the potential of artificial neural networks to predict indicator species in cases of glyphosate contamination. The results could empower the development of environmental monitoring strategies with applications limited to neither glyphosate nor amplicon sequence data.Highlight bullet pointsAn artificial neural net was able to identify glyphosate-affected microbial community assemblages based on next generation sequencing dataDecision-relevant taxonomic clusters can be identified by a stochastically subsetting approachJust a fraction of present clusters is needed for classificationFiltering of input data improves classification

scholarly journals A single layer artificial neural network type architecture with molecular engineered bacteria for reversible and irreversible computing

2021 ◽  
Author(s):  
Kathakali Sarkar ◽  
Deepro Bonnerjee ◽  
Rajkamal Srivastava ◽  
Sangram Bagh
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Basic Concept ◽  
Single Layer ◽  
Artificial Neural ◽  
Engineered Bacteria ◽  
Network Type

Here, we adapted the basic concept of artificial neural networks (ANN) and experimentally demonstrate a broadly applicable single layer ANN type architecture with molecular engineered bacteria to perform complex irreversible...

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