Research Papers on use of Artificial Neural Network (ANN)

[juheba]

Hello everyone,

I think this is my 2nd post but I've been reading quantnet for a while now (I hope to post and partake in discussion more frequently in the future).

For the moment, I am writing to ask if any of you would happen to have research papers and the corresponding data sets that detail the use of neural networks in finance applications. I'm currently looking in the research paper section of the site, but haven't found anything so far.

I'm not looking for anything to fancy, I just need to replicate an example for one of my math classes.

Thank you in advance for your time and answers.

J.

 

[Joy Pathak]

I have a research paper on use of neural networks related to gold price forecasting if you want. You can probably Google it too.

I do not have the data set for it, as it is not my work. Most data if attained from a "propriety database" have strong sharing restrictions so I don't think anyone will give you their data.

Email me for a copy of the paper. The methodology in the paper is non-trivial.

joypathak@gmail.com

 

[juheba]

Hi Joy,

Thanks for the offer, but I really need the data set that goes with it. I've searched for ANN research papers on Google also and didn't find much in terms of papers that gave their data.

I'll probably email for the paper anyway you since I'm curious in ANN applications to finance, but right now my priority is to find a research paper that I can use for my class.

Thanks again!

J.

 

[Dibbs]

Find the research papers, contact the authors.

 

[zhoupuhan]

I think there're also a variety of books on ANN on finance.