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[Duarte Trigueiros]

In addition to Paul Refenes list, I would like to mention mine and Bob's paper
on the automatic forming of ratios as internal representations of the MLP. This
paper shows that the problem of discovering the appropriate ratios for 
performing a given task in financial statement analysis can be be simplified by
using some specific training schemes in an MLP.

@inproceedings( xxx ,
     author        = "Trigueiros, D. and Berry, R.",
     title         = "The Application of Neural Network Based Methods to the
                      Extraction of knowledge From Accounting Reports",
     Booktitle     = "Organisational Systems and Technology: Proceedings of the
                      $24^{th}$ Hawaii International Conference on System
                      Sciences",
     Year          =  1991,
     Pages         = "136-146",
     Publisher     = "IEEE Computer Society Press, Los Alamitos, (CA) US.",
     Editor        = "Nunamaker, E. and Sprague, R.")

I also noticed that Paul didn't mention Utans and Moody's "Selecting Neural
Network Architectures via the Prediction Risk: An Application to Corporate
Bond Rating Prediction" (1991), which has been published somewhere and has, or
had, a version in the neuroprose archive as utans.bondrating.ps.Z .This paper
is especially recommended, as the early literature on financial applications of
NNs didn't care too much with things like cross-validation. The achievements,
of course, were appallingly brilliant.

Finally, I gathered from Paul's list of articles, that there is a book of
readings entitled "Neural Network Applications in Investment and Finance". Paul
is the author of an article in chapter 27. The remaining twenty six or so
chapters can eventually contain interesting stuff for completing this search.

When the original request for references appeared in another list I answered
to it. So, I must apologise for mentioning our reference again here. I did it,
as Paul list of references could give the impression, despite him, of being an
attempt to be extensive.

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  Duarte Trigueiros,
  INESC, R. Alves Redol 9, 2. 1000 Lisbon, Portugal 
  e-mail: dmt at sara.inesc.pt FAX +351 (1) 7964710
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