2012 | OriginalPaper | Buchkapitel
Forecasting Market Prices with Causal-Retro-Causal Neural Networks
verfasst von : Hans-Georg Zimmermann, Ralph Grothmann, Christoph Tietz
Erschienen in: Operations Research Proceedings 2011
Verlag: Springer Berlin Heidelberg
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Forecasting of market prices is a basis of rational decision making [Zim94]. Especially recurrent neural networks (RNN) offer a framework for the computation of a complete temporal development. Our applications include short- (20 days) and long-term (52 weeks) forecast models. We describe neural networks (NN) along a correspondence principle, representing them in form of equations, architectures and embedded local algorithms.