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Neural Networks in Finance

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grosfion
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Joined: January 24th, 2015, 1:29 pm

Neural Networks in Finance

October 9th, 2015, 3:17 pm

Hi,anyone worked recently with Neural Networks in Finance (e.g. forecasting timeseries)?I did a degree in NN a long time ago and would like to get back into it since I'm working a while in Finance.Saw that book: "Neural Networks in Finance: Gaining Predictive Edge in the Market by Paul D. McNelis" anyone familiar with it?thanks,Marcus
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eh
Posts: 3
Joined: March 2nd, 2010, 9:26 am

Neural Networks in Finance

October 9th, 2015, 4:03 pm

I messed around with them in the past (buy side). Nothing came of it. Overfitting was a big problem. Also lack of transparency made sense-checking trading signals almost impossible.
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mtsm
Posts: 78
Joined: July 28th, 2010, 1:40 pm

Neural Networks in Finance

October 9th, 2015, 4:52 pm

Did you use NNs to generate your screen name op?
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Cuchulainn
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Joined: July 16th, 2004, 7:38 am

Neural Networks in Finance

October 10th, 2015, 12:50 pm

"Deal with him, Hemingway. Deal with him."
Last edited by Cuchulainn on October 9th, 2015, 10:00 pm, edited 1 time in total.
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tags
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Joined: February 21st, 2010, 12:58 pm

Neural Networks in Finance

October 11th, 2015, 3:40 pm

QuoteOriginally posted by: mtsmDid you use NNs to generate your screen name op?Fr/En :gros = big/fatfion (bad word) = ass
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