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Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations

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  • Christopher S Kirk

Abstract

This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capability on securities market trading operations.

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  • Christopher S Kirk, 2014. "Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations," Papers 1406.0968, arXiv.org.
  • Handle: RePEc:arx:papers:1406.0968
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    References listed on IDEAS

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    1. Christopher J. Neely & Paul A. Weller, 2011. "Technical analysis in the foreign exchange market," Working Papers 2011-001, Federal Reserve Bank of St. Louis.
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