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Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations (1406.0968v1)
Published 4 Jun 2014 in q-fin.CP, cs.CE, and cs.NE
Abstract: This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capability on securities market trading operations.
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