Author: Azoff, Michael E.
Publisher: John Wiley & Sons
Date: 1994
ISBN: 0-471-94356-8
This is an excellent book for anyone getting started with using neural networks to do financial forecasting. The book starts with a tutorial on the Multilayer Perceptron. Next it covers preprocessing of the data followed by neural network design. Finally, the author concludes with several examples ranging from predicting the Mackey-Glass chaotic time series to predicting S&P500 futures.
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