Trend detection using auto-associative neural networks: Intraday KOSPI 200 futures

This paper reports the results of a new neural network based trend detector. An auto-associative neural network was trained with the "trend" data obtained from the intra-day KOSPI 200 future price. It was then used to predict a trend. Simple investment strategies based on the detector achi...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Junmyung Lee, Sungzoon Cho, Jinwoo Baek
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Data mining Detectors Electronic mail Industrial engineering Investments Neural networks Pattern analysis Pattern classification Pattern recognition Training data
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!