NEURAL NETWORK MODELING OF FINANCIAL MARKETS

摘要

In this paper we examined several models in an attempt to forecast the movements of asset prices in the market. The NASDAQ 100 and the S&P 500 are used as examples where various models were developed and validated with historical data. A number of statistical models and neural network based models were investigated. The models developed show some promise. Further research is needed to make them suitable for developing market trading strategies.