Neural Networks For Financial Time Series Prediction: Overview Over Recent Research

This is a project completed as part of the requirements for my BSc (Hons) Computer Studies degree in the years 2001-2002 at the Austrian Partners of University of Derby in Austria

Neural networks are an artificial intelligence method for modelling complex target functions. During the last decade they have been widely applied to the domain of financial time series prediction and their importance in this field is growing. The present work aims at serving as an introduction to the domain of financial time series prediction, emphasizing the issues particularly important with respect to the neural network approach to this task. The work concludes with a discussion of current research topics related to neural networks in financial time series prediction.

Neural Networks For Financial Time Series Prediction: Overview Over Recent Research