DocumentCode
2731386
Title
Commodity trading with a two year old
Author
Collard, J.E.
Author_Institution
Martingale Res. Corp., Allen, TX, USA
fYear
1991
fDate
8-14 Jul 1991
Abstract
Summary form only given. Continuing work to train an artificial neural network (ANN) to recognize a long/short (buy/sell) pattern for the live cattle commodity futures market was discussed. The back-propagation of errors algorithm was used to encode the relationship between the long/sell desired output and fundamental indicators plus technical variables into the ANN. Trained on two years of past data, the ANN was able to predict long/short market positions for 5 months in the future that would have made $2752 profit on an investment of $800
Keywords
commodity trading; investment; learning systems; neural nets; ANN; artificial neural network; back-propagation; errors algorithm; investment; live cattle commodity futures market; long/sell desired output; long/short market positions; profit; Artificial neural networks; Cows; Handwriting recognition; Investments; Marine vehicles; Multi-layer neural network; Nearest neighbor searches; Neural networks; Pattern recognition; Radial basis function networks;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks, 1991., IJCNN-91-Seattle International Joint Conference on
Conference_Location
Seattle, WA
Print_ISBN
0-7803-0164-1
Type
conf
DOI
10.1109/IJCNN.1991.155498
Filename
155498
Link To Document