Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2009

Business

Institution
Keyword
Publication
Publication Type
File Type

Articles 211 - 213 of 213

Full-Text Articles in Physical Sciences and Mathematics

Designing Short Term Trading Systems With Artificial Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn Dec 2008

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 Dec 2008

Towards Self-Configurable Overlay Networks, Philadelphia University

Philadelphia University, Jordan

No abstract provided.


Homeland Security: Fostering Public-Private Partnerships, George H. Baker, Cheryl J. Elliott Dec 2008

Homeland Security: Fostering Public-Private Partnerships, George H. Baker, Cheryl J. Elliott

George H Baker

Recent U.S. high consequence events have clarified the importance of government collaboration with industry. The benefit of such collaboration was one of the most important lessons learned from Hurricane Katrina. The resources owned and controlled by American industry dwarf those available to local, state and even the federal government departments. Better agreements and incentives to bring the full capabilities of industry squarely into the national response agenda will be indispensable in effectively responding to large-scale catastrophes. At our 2007 Symposium, General Russel Honoré, who led the National Guard response to Katrina stated, “We need the partnering between local, state, and …