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Proceedings Paper

Neural network coding for statistical time series prediction
Author(s): Joachim Feist; Steffen Gutjahr
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Paper Abstract

Predicting time series in the economic field calls for special techniques. Instead of having the feed-forward network predict the future value, the problem is cast as a classification task. Codings are proposed that give a probability density of tomorrows change in value. Methods to decide for the most likely or profitable direction of the change of value are introduced. The methods have been used to predict the daily change for the Bundfuture.

Paper Details

Date Published: 4 April 1997
PDF: 11 pages
Proc. SPIE 3077, Applications and Science of Artificial Neural Networks III, (4 April 1997); doi: 10.1117/12.271471
Show Author Affiliations
Joachim Feist, Univ. of Karlsruhe (Germany)
Steffen Gutjahr, Univ. of Karlsruhe (Germany)

Published in SPIE Proceedings Vol. 3077:
Applications and Science of Artificial Neural Networks III
Steven K. Rogers, Editor(s)

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