There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site...

Seven adaptive approaches to post-processing wind speed forecasts are discussed and compared. 48-hour forecasts are run at horizontal resolutions of 7 km and 3 km for a domain centred over Ireland. Forecast wind speeds over a two year period are compared to observed wind speeds at seven synoptic...

Alternate Models for Forecasting Hedge Fund ReturnsMichael HoldenFaculty Sponsor: Gordon Dash, Finance and Decision SciencesInvestors have always wanted to improve the efficiency of modeling realized volatility to maximize directional trading returns and substantially improve profitability. As...

Weibull distributions play an important role in reliability studies and have many applications in engineering. It normally appears in the statistical scripts as having two parameters, making it easy to estimate its parameters. However, once you go beyond the two parameter distribution, things...

Artificial neural network models have been already used on many different fields successfully. However, many researches show that ANN models provide better optimum results than other competitive models in most of the researches. But does it provide optimum solutions in case ANN is proposed as...