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A Neural Network Approach to Futures Trading

机译:期货交易的神经网络方法

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摘要

We present a futures treding system based on a nonstationary artifical neural network prediction model. The model is described and its design, as submitted to the first International Nonlinear Financial Forecasting Competition (INFFC)~a, is reported. The performance is demonstrated to be significantly better than some trivial trading strategies, like buy-and-hold and filter rules.
机译:我们提出一种基于非平稳人工神经网络预测模型的期货交易系统。描述了该模型,并报告了提交给第一届国际非线性金融预测竞赛(INFFC)〜a的模型。事实证明,该性能明显优于一些琐碎的交易策略,例如买入持有和过滤规则。

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