Maximus-AI: Using Elman Neural Networks for Implementing a SLMR Trading Strategy
نویسندگان
چکیده
This paper presents a stop-loss maximum return (SLMR) trading strategy based on improving the classic moving average technical indicator with neural networks. We propose an improvement in the efficiency of the long term moving average by using the limited recursion in Elman Neural Networks, jointly with hybrid neuro-symbolic neural network, while still fully keeping all the learning capabilities of non-recursive parts of the network. Simulations using Eurostoxx50 financial index will illustrate the potential of such a strategy for avoiding negative asset returns and decreasing the investment risk.
منابع مشابه
Traffic Signal Prediction Using Elman Neural Network and Particle Swarm Optimization
Prediction of traffic is very crucial for its management. Because of human involvement in the generation of this phenomenon, traffic signal is normally accompanied by noise and high levels of non-stationarity. Therefore, traffic signal prediction as one of the important subjects of study has attracted researchers’ interests. In this study, a combinatorial approach is proposed for traffic signal...
متن کاملPrediction of Gain in LD-CELP Using Hybrid Genetic/PSO-Neural Models
In this paper, the gain in LD-CELP speech coding algorithm is predicted using three neural models, that are equipped by genetic and particle swarm optimization (PSO) algorithms to optimize the structure and parameters of neural networks. Elman, multi-layer perceptron (MLP) and fuzzy ARTMAP are the candidate neural models. The optimized number of nodes in the first and second hidden layers of El...
متن کاملPrediction of Gain in LD-CELP Using Hybrid Genetic/PSO-Neural Models
In this paper, the gain in LD-CELP speech coding algorithm is predicted using three neural models, that are equipped by genetic and particle swarm optimization (PSO) algorithms to optimize the structure and parameters of neural networks. Elman, multi-layer perceptron (MLP) and fuzzy ARTMAP are the candidate neural models. The optimized number of nodes in the first and second hidden layers of El...
متن کاملAccuracy comparison of Elamn and Jordan artificial neural networks for air particular matter concentration (PM 10) prediction using MODIS satellite images, a case study of Ahvaz.
Due to the complexity of air pollution action, artificial intelligence models specifically, neural networks are utilized to simulate air pollution. So far, numerous artificial neural network models have been used to estimate the concentration of atmospheric PMs. These models have had different accuracies that scholars are constantly exceed their efficiency using numerous parameters. The current...
متن کاملImplementing an Intelligent Moving Average with a Neural Network
Recent results in hybrid neural networks using extended versions of the core method have shown that we can use background knowledge to guide back-propagation learning. This paper further explores this ideas by adding numeric functions to the encoded knowledge and using the traditional recursive Elman neural network model. An illustration of the properties of these neural networks will be used t...
متن کامل