Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations

Christopher S Kirk

Papers from arXiv.org

Abstract: This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capability on securities market trading operations.

Date: 2014-06
New Economics Papers: this item is included in nep-cmp, nep-for and nep-mst
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Citations: View citations in EconPapers (1)

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