Neural Networks For Financial Time Series Prediction: Overview Over Recent
Research
A project completed as part of the requirements for the BSc
(Hons) Computer Studies by Dimitri PISSARENKO in the years
2001-2002 at the University of Derby in
Austria.
Abstract
Neural networks are an artificial intelligence method for
modelling complex target functions. During the last decade they have been widely
applied to the domain of financial time series prediction and their importance
in this field is growing. The present work aims at serving as an introduction to
the domain of financial time series prediction, emphasizing the issues
particularly important with respect to the neural network approach to this task.
The work concludes with a discussion of current research topics related to
neural networks in financial time series prediction.
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