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Apr 22

Neural Network source code

Posted by abiao at 15:02 | Code » Matlab | Comments(7) | Reads(21849)
Neural network matlab source code accompanying the book Neural Networks in Finance: Gaining Predictive Edge in the Market by professor Paul D. McNelis. This book has got wonderful review like “This book clarifies many of the mysteries of Neural Networks and related optimization techniques for researchers in both economics and finance. It contains many practical examples backed up with computer programs for readers to explore. I recommend it to anyone who wants to understand methods used in nonlinear forecasting.”– Blake LeBaron, Professor of Finance, Brandeis University”. Presumably a worthy-reading one.

Download the Neural Network matlab source code and several paper at the author's webpage: http://www.bnet.fordham.edu/mcnelis/recent.htm or try using TradingSolutions: Financial analysis and investment software that combines technical analysis with neural network and genetic algorithms.

Download TradingSolutions

Excellent paper and code on nueral network in finance, with many general hints and tips. A nice introduction.
The software combines traditional and typical technical analysis with neural network techniques. Easy to use and understand, I can now combine my own investment indicators with neural network and genetic algorithms to generate my special trading signals, thanks very much.
Neural network source code can be found everywhere when you google it, but few of them are used for financial analysis, the source code, paper and software you recommend exactly meet my demand, although not perfect.
Many thanks for your recommendation and especially the trading solution application, I would prefer to refer another book, applying neural networks, a practical guide by kevin swingler, the Key Features of this neural network related book are:
*quick reference: Discussion, How to do it, and Examples
* Examines many case studies and real world examples to illustrate the methods presented
* Includes a disk with C and C++ code programs which implement many of the techniques discussed in the text
* Allows the reader to devolop a neural network based solution
To be honest, I dont trust prediction using artificial neural networks, in particular, prediction of time series using multi-layer feed-forward neural networks, it is such a black box with "garbage in garbage out", that is to say, good in-sample performance but not good out-of-sample. Anyway, nothing to lose playing around.
I agree that neural network is a black box, what really matters is how you are going to use it. The same logic applied to Copula theory, which has got lots of critics recently, my understanding is they are just weapons, we can't simply blame them for the failure of battle.
Another Neural network source codes for hobbyists and researchers, less relevant to finance though, can be found and downloaded at http://www.ip-atlas.com/pub/nap/nn-src/
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