Forecasting price increments using an artificial Neural Network

Details Forecasting price increments using an artificial Neural Network Forecasting price increments using an artificial Neural Network

2000-06-30

arxiv.org/abs/cond-mat/0006486v1

Physics

Condensed Matter

Disordered Systems and Neural Networks

12 pages, 5 figures (to be published in Advances in Complex Systems, as the Proceeding of the WE-Heraeus Workshop on "Economic

Scientific paper

Financial forecasting is a difficult task due to the intrinsic complexity of
the financial system. In the present paper we relate our experience using
neural nets as financial time series forecast method. In particular we show
that a neural net able to forecast the sign of the price increments with a
success rate slightly above 50 percent can be found.

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