Neural network application for S&P 500 stock index futures trading

被引：0
|
作者：
Choi, JH [1 ]
机构：
[1] DANKOOK UNIV,DEPT MANAGEMENT,CHOONGNAM 330714,SOUTH KOREA
来源：
CRITICAL TECHNOLOGY: PROCEEDINGS OF THE THIRD WORLD CONGRESS ON EXPERT SYSTEMS, VOLS I AND II | 1996年
关键词：
neural network; classification/prediction; futures trading;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：116 / 122
页数：7
相关论文
共 50 条
  • [41] New evidence on stock price effects associated with changes in the S&P 500 index
    Lynch, AW
    Mendenhall, RR
    JOURNAL OF BUSINESS, 1997, 70 (03): : 351 - 383
  • [42] Mispricing of S&P 500 Index Options
    Constantinides, George M.
    Jackwerth, Jens Carsten
    Perrakis, Stylianos
    REVIEW OF FINANCIAL STUDIES, 2009, 22 (03): : 1247 - 1277
  • [43] The Tradability Premium on the S&P 500 Index
    Gourieroux, Christian
    Jasiak, Joann
    Xu, Peng
    JOURNAL OF FINANCIAL ECONOMETRICS, 2016, 14 (03) : 461 - 495
  • [44] Intraday return dynamics and volatility spillovers between NSE S&P CNX Nifty stock index and stock index futures
    Pati, Pratap Chandra
    Rajib, Prabina
    APPLIED ECONOMICS LETTERS, 2011, 18 (06) : 567 - 574
  • [45] Is there a maturity effect in the price of the S&P 500 futures contract?
    Moosa, MA
    Bollen, B
    APPLIED ECONOMICS LETTERS, 2001, 8 (11) : 693 - 695
  • [46] Hedging with S&P500 and E-mini S&P500 stock index futures
    Lee, Mingchih
    Chiou, Jer-Shiou
    Wu, Pei-Shan
    Chen, Chun-Da
    JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS, 2005, 8 (02): : 275 - 294
  • [47] Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
    Lien, Donald
    Lim, Gerui
    Yang, Li
    Zhou, Chunyang
    JOURNAL OF FUTURES MARKETS, 2013, 33 (04) : 327 - 342
  • [48] Bounds for VIX futures given S&P 500 smiles
    Guyon, Julien
    Menegaux, Romain
    Nutz, Marcel
    FINANCE AND STOCHASTICS, 2017, 21 (03) : 593 - 630
  • [49] Bounds for VIX futures given S&P 500 smiles
    Julien Guyon
    Romain Menegaux
    Marcel Nutz
    Finance and Stochastics, 2017, 21 : 593 - 630
  • [50] Trading rules from forecasting the collapse of speculative bubbles for the S&P 500 composite index
    Brooks, C
    Katsaris, A
    JOURNAL OF BUSINESS, 2005, 78 (05): : 2003 - 2036
12345