Neural networks in financial trading

Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

(2017) Christopher Krauss et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Computational Intelligence and Financial Markets: A Survey and Future Directions

(2016) Rodolfo C. Cavalcante et al.   EXPERT SYSTEMS WITH APPLICATIONS

Financial forecasting using ANFIS networks with Quantum-behaved Particle Swarm Optimization

(2014) Ahmad Bagheri et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization

(2012) Georgios Sermpinis et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Using artificial neural network models in stock market index prediction

(2011) Erkam Guresen et al.   EXPERT SYSTEMS WITH APPLICATIONS

Advantages of Radial Basis Function Networks for Dynamic System Design

(2011) Hao Yu et al.   IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

(2010) Arash Bahrammirzaee   NEURAL COMPUTING & APPLICATIONS

Higher order and recurrent neural architectures for trading the EUR/USD exchange rate

(2010) Christian L. Dunis et al.   QUANTITATIVE FINANCE

Nonlinearity, data-snooping, and stock index ETF return predictability

(2009) Jian Yang et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters

(2006) Panayiotis C. Andreou et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH