This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Would Evolutionary Computation Help for Designs of Artificial Neural Nets in Financial Applications?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Chun-Feng Lu () (Masterlink Securities Corporation)
Abstract

Since the pioneering work by White (1988), the application of artificial neural networks (ANNs) to finance has enjoyed an exponential growth in research and publications. The evidence accumulated over the last decade indicates that the success of the financial application of an ANN depends crucially on its design. The last few years have seen a series of financial applications of evolutionary ANNs (EANNs). Margarita (1991) applies a genetic search to the weights of a recurrent network for the trading of the FIAT shares in the Milan Stock Exchange. In Dorsey, Johnson and Mayer (1995), the GA is found to perform well when optimizing neural networks (NNs). Sexton, Johnson and Dorsey (1995) also find the GA-optimized NN to outperform the back-propagated NN (BPNN) when testing out-of-sample, thereby addressing the problem of overfitting. Harrald and Kamstra (1998) use evolutionary programming to replace the more familiar back-propagation method to fine tune the connection weights of feedforward nets for forecasting volatility. White (1998) shows that a Genetic Adaptive Neural Network (GANN) is able to approximate, to a high degree of accuracy, the complex, nonlinear option-pricing function used to produce simulated option prices. While these studies clearly evidence the promising feature of using evolutionary computation in the design of ANNs, in Yao's categorization, they are all concerned with the lowest level of evolution, namely, connection weights. Other dimensions of the design of an artificial neural net, such as the number of hidden layers, number of hidden nodes, inputs, and transfer functions have not been tackled. Therefore, the purpose of this paper is to extend the current financial applications of EANNs to a higher level of evolution and to evaluate their relevance.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 1999 with number 553.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 01 Mar 1999
Date of revision:
Handle: RePEc:sce:scecf9:553

Contact details of provider:
Postal: CEF99, Boston College, Department of Economics, Chestnut Hill MA 02467 USA
Fax: +1-617-552-2308
Web page: http://fmwww.bc.edu/CEF99/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

Related research
Keywords:

Statistics
Access and download statistics

Did you know? Authors can create their own profile with links to their works on the RePEc Author Service.

This page was last updated on 2009-11-13.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.