Neural Network Time Series: Forecasting of Financial Markets

Rating:
Summary: Better than I expected
Review: A good introduction to neural nets and their applicability tothe futures markets. Provides mathematical/theoretical basis fortechniques involved in neural net training, testing, chaos and touches on nonlinear systems in general. Also provides interesting benchmarks of several nets against several time series. Great bibliography. Includes Fortran source code for running trained nets but not for training a net.