SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: Logain Ablar who wrote (2735)8/29/2000 9:36:12 PM
From: compradun  Read Replies (1) | Respond to of 33421
 
I have begun to research Neural Networks and have read some books. I want to share a review of good one that I have already posted elsewhere. I am doing this to spur conversation. I hope to find interested parties here.

Neural Networks in Finance and Investing. Trippi Turban Ed.

This is an interesting book. It covers disparate financial topics and is not totally focused on trading applications. Part 2 and 3 [pages 225 – 467] cover lending applications. However, the first 224 pages are an accessible introduction to Neural Networks and page 467 – 807 are about security market applications. Even the chapter that presents a failed attempt to model an IBM trading system is instructive. I particularly like the section that discussed using a system that employs multiple NNs to trade the S&P. I also found the discussion of the currency models interesting. Overall I give this book 4 stars of 5.

Rgds
Comp