Modeling Financial Time Series with Artificial Neural Networks

Financial time series convey the decisions and actions of a population of human actors over time. Econometric and regressive models have been developed in the past decades for analyzing these time series. More recently, biologically inspired artificial neural network models have been shown to overcome some of the main challenges of traditional techniques by better exploiting the non-linear, non-stationary, and oscillatory nature of noisy, chaotic human interactions. This review paper explores the options, benefits, and weaknesses of the various forms of artificial neural networks as compared with regression techniques in the field of financial time series analysis.CELEST, a National Science Foundation Science of Learning Center (SBE-0354378); SyNAPSE program of the Defense Advanced Research Project Agency (HR001109-03-0001

Survey on Neuro-Fuzzy systems and their applications in technical diagnostics and measurement

Both fuzzy logic, as the basis of many inference systems, and Neural Networks, as a powerful computational model for classification and estimation, have been used in many application fields since their birth. These two techniques are somewhat supplementary to each other in a way that what one is lacking of the other can provide. This led to the creation of Neuro-Fuzzy systems which utilize fuzzy logic to construct a complex model by extending the capabilities of Artificial Neural Networks. Generally speaking all type of systems that integrate these two techniques can be called Neuro-Fuzzy systems. Key feature of these systems is that they use input-output patterns to adjust the fuzzy sets and rules inside the model. The paper reviews the principles of a Neuro-Fuzzy system and the key methods presented in this field, furthermore provides survey on their applications for technical diagnostics and measurement. © 2015 Elsevier Ltd

A Hybrid intelligent system for diagnosing and solving financial problems

Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnologico. Programa de Pós-Graduação em Engenharia de Produção2012-10-16T09:55:39