Journal of Intelligence and Information Systems (지능정보연구)

Korea Intelligent Information System Society (한국지능정보시스템학회)
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S & P 500 Stock Index' Futures Trading with Neural Networks

신경망을 이용한 S&P 500 주가지수 선물거래

  • Published : 1996.12.01
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Abstract

Financial markets are operating 24 hours a day throughout the world and interrelated in increasingly complex ways. Telecommunications and computer networks tie together markets in the from of electronic entities. Financial practitioners are inundated with an ever larger stream of data, produced by the rise of sophisticated database technologies, on the rising number of market instruments. As conventional analytic techniques reach their limit in recognizing data patterns, financial firms and institutions find neural network techniques to solve this complex task. Neural networks have found an important niche in financial a, pp.ications. We a, pp.y neural networks to Standard and Poor's (S&P) 500 stock index futures trading to predict the futures marker behavior. The results through experiments with a commercial neural, network software do su, pp.rt future use of neural networks in S&P 500 stock index futures trading.

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