Business Commons^™

Designing Short Term Trading Systems With Artificial Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn

Tobias Hahn

There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site the neural network within an already existing non-neural trading system. This paper briefly reviews an existing medium-term long-only trading system, and then works through the Vanstone and Finnie methodology to create a short-term focused ANN which will enhance this trading strategy. The initial trading strategy and the ANN enhanced trading strategy are comprehensively benchmarked both in-sample and …

Student Staff: A Village Philosophy, Lisa Caughron

Lisa Caughron

No abstract provided.

Computational Thinking (Ct): On Weaving It In, Paul Curzon, Joan Peckham, Harriet G. Taylor, Amber Settle, Eric Roberts

Amber Settle

Ultra Lightweight Web Applications: A Single-Page Wiki Employing A Partial Ajax Solution, Michael J. Rees

Michael J Rees

The overloaded term Web 2.0 web site usually connotes an interactive web application that offers features normally associated with free-standing applications running directly under the control of an operating system. Such an interactive web applications, also known as a rich internet application (RIA), run within web browsers and must download XHTML and client-side scripts to control user interactivity. Via a variety of technologies the web server must provide a storage mechanism to support the RIA and the presentation of dynamic data in the browser interface. Such storage may be of large volume and bring concomitant bandwidth, response and server storage …

Sla Automated Negotiation Manager For Computing Services, Halina Kaminski, Mark Perry

Mark Perry

Success in today’s marketing arena can often depend on companies embracing effective new technologies and integrating them into their business model. In the computing service supply industry, Service Level Agreements (SLAs) are commonly prepared and signed agreements between the service provider and its customers. SLAs should match business needs of both sides of the agreement as closely as possible. This paper focuses on at the steps and activities that the service provider can take to facilitate agreement. It proposes an automated way for creating SLA’s from a set of Service Level Objectives (SLOs). The SLA should achieve business goals, including …

Designing Short Term Trading Systems With Artificial Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn

Bruce Vanstone

There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site the neural network within an already existing non-neural trading system. This paper briefly reviews an existing medium-term long-only trading system, and then works through the Vanstone and Finnie methodology to create a short-term focused ANN which will enhance this trading strategy. The initial trading strategy and the ANN enhanced trading strategy are comprehensively benchmarked both in-sample and …

Towards Self-Configurable Overlay Networks, Philadelphia University

Philadelphia University, Jordan

No abstract provided.