TY  - BOOK
AU  - Azoff E.M
TI  -  Neural network time series forecasting of financial markets
PY  - 2000///
CY  - Chichester
PB  - John Wiley & Sons
KW  - Finance
KW  - Time-series analysis--Mathematical models
KW  - Neural networks (Computer science)
N1  - $57.70/ Rs.1829.10; 1. Introduction --
2. Multilayer Perceptron: A Tutorial --
3. Preprocessing Stage --
4. Designing the Neural Network --
5. Random Time Series and Market Prices --
6. Benchmarks --
7. Futures Forecasts Implementation --
8. Further Reading and Information --
Appendix A. Backpropagation --
Appendix B. Benchmark Weights --
Appendix C. Recall Mode MLP Simulator
N2  - A practical introduction to the use of neural networks in financial time series forecasting, this monograph encompasses such topics as data pre processing, random walk probability theory and benchmarks. Emphasis is placed on multilater perception networks, which are used in commercial applications
ER  -