title: Neural Network Prediction of Short-Term Dynamics of Futures on Deutsche Mark, Libor and S&P500
metadata.name: dc.contributor.author
metadata.value: Dmitrieva, Ludmila
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Kuperin, Yuri
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Soroka, Irina
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2015-08-24T13:50:32Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2015-08-24T13:50:32Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2002
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/1678
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The talk reports neural network modelling and its application to the
  prediction of short-term financial dynamics in three sectors of financial market:
  currency, monetary and capital. The methods of nonlinear dynamics, multifractal
  analysis and wavelets have been used for preprocessing of data in order
  to optimise the learning procedure and architecture of the neural network.
  The results presented here show that in all sectors of market mentioned above
  the useful prediction can be made for out-of-sample data. This is confirmed by
  statistical estimations of the prediction quality.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: en
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: P.M.A. Sloot et al. (Eds.)
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: neural network
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: financial dynamics
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Neural Network Prediction of Short-Term Dynamics of Futures on Deutsche Mark, Libor and S&P500
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: ANN_Futures_on_Currencies.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/1678/1/ANN_Futures_on_Currencies.pdf
resources.format: Adobe PDF
resources.size: 161,01 kB