FORECASTING FUTURES TRADING VOLUME USING NEURAL NETWORKS

被引:75
|
作者
KAASTRA, I [1 ]
BOYD, MS [1 ]
机构
[1] UNIV MANITOBA,DEPT AGR ECON,WINNIPEG,MB R3T 2N2,CANADA
关键词
D O I
10.1002/fut.3990150806
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:953 / 970
页数:18
相关论文
共 50 条
  • [1] Using neural networks to forecast monthly futures trading volume
    Kaastra, I
    Boyd, M
    Ntungo, C
    [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1995, 77 (05) : 1362 - 1362
  • [2] Neural networks applied to intraday futures trading
    van Hasselt, P
    [J]. NEURAL NETWORKS: BEST PRACTICE IN EUROPE, 1997, 8 : 76 - 86
  • [3] Multiresolution forecasting for futures trading using wavelet decompositions
    Zhang, BL
    Coggins, R
    Jabri, MA
    Dersch, D
    Flower, B
    [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS, 2001, 12 (04): : 765 - 775
  • [4] Kalman Filters and Neural Networks in Forecasting and Trading
    Sermpinis, Georgios
    Dunis, Christian
    Laws, Jason
    Stasinakis, Charalampos
    [J]. ENGINEERING APPLICATIONS OF NEURAL NETWORKS, 2012, 311 : 433 - +
  • [5] Forecasting exchange rates using neural networks for technical trading rules
    Franses, PH
    van Griensven, K
    [J]. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 1998, 2 (04): : 109 - 114
  • [6] Thermal coal futures trading volume predictions through the neural network
    Jin, Bingzi
    Xu, Xiaojie
    Zhang, Yun
    [J]. JOURNAL OF MODELLING IN MANAGEMENT, 2024,
  • [7] A daily futures trading model using a neural network
    Dematos, G
    Boyd, M
    Kaastra, I
    Ntungo, C
    [J]. AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1995, 77 (05) : 1359 - 1359
  • [8] Investigating the information content of non-cash-trading index futures using neural networks
    Lee, TS
    Chen, NJ
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2002, 22 (03) : 225 - 234
  • [9] DETERMINANTS OF TRADING VOLUME IN FUTURES MARKETS
    MARTELL, TF
    WOLF, AS
    [J]. JOURNAL OF FUTURES MARKETS, 1987, 7 (03) : 233 - 244
  • [10] Using neural networks for forecasting volatility of S&P 500 Index futures prices
    Hamid, SA
    Iqbal, Z
    [J]. JOURNAL OF BUSINESS RESEARCH, 2004, 57 (10) : 1116 - 1125