Statistical V/s. Neural Networks in Forecasting

[BHASKAR DASGUPTA ALIAS BD]

Hi!

I am searching for references on the applications of neural
networks to forecasting Time series, univariate as well as
multivariate. I have managed to locate the following
mentioned references. Does anyone else have any more
references to this area ?

Hruschka, H, 1993, "Determining market response functions by
neural network modeling: A comparison to econometric
techniques", European Journal of Operations Research, 66, 1,
Apr., 27-35.

Lapedes A., & Farber R., 1987, "Nonlinear Signal Processing
using Neural Networks: Prediction and System Modeling", Los
Alamos National Lab Technical Report LA-UR-87-2261, July.

Marquez L., Hill T, Worthley R, & Remus W, 1991, "Neural
Network Models as an Alternative to Regression, Proceedings
of the IEEE 24th. Annual Hawaii International Conference on
System Sciences, Vol. VI 129-135.

Sharda R., & Patil R, 1990, "Neural Networks as Forecasting
Experts: An Empirical Test," International Joint Conference
on Neural Networks, IJCNN-WASH-D.C., Vol. II, January 15-
19, 491-494.

______, 1992, Neural Networks in Finance and Investing:
Using Artificial Intelligence to Improve Real - World
Performance, ed. Trippi, R.R., & Truban, E., Probus
Publishing Co., Cambridge, UK, 451-464.

Tang Z, Almedia C. de, & Fishwick P.A., 1990, "Time Series
Forecasting Using Neural Networks vs. Box-Jenkins
Methodology",  International Workshop of Neural Networks,
Auburn, February.

Wu, F. Y., & Yen, K.K, 1992, "Applications of Neural
Networks in Regression Analysis", Computers and Industrial
Engineering", 23, 1-4, Nov., 93-95

Youngohc, Y, Swales, G. Jr., & Margavio, T.M., 1993, "A
comparison of discriminant analysis versus artificial neural
networks", Journal of the Operations Research Society, 44,
1, Jan., 51-60.

The second question was that:: has anyone come across any
'research' paper concerning the applications of GA's to
financial market modelling?. I keep on seeing only
newspaper articles and general interest articles on this
subject. I know that the moderators of this list do not
like anyone sending requests for refereces without a
substantial initial biblio. first, but unfortunately, I am
not able to do so, since I could not locate them in the
first place.

I shall post a compilation of the received references back
to this list. Thanks in advance.


Bhaskar Dasgupta
Manchester Business School
Booth Street West
Manchester M15 6PB
UK.

Phone::+44-61-275-6547
fax::  +44-61-273-7732

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