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Proceedings First International Conference on Artificial Intelligence Applications on Wall Street最新文献

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Using news understanding and neural networks in foreign currency options trading 在外汇期权交易中使用新闻理解和神经网络
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236583
E.R. Addison
{"title":"Using news understanding and neural networks in foreign currency options trading","authors":"E.R. Addison","doi":"10.1109/AIAWS.1991.236583","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236583","url":null,"abstract":"This paper explores the use of news understanding as a means to augment neural network based technical analysis with up to the minute market psychology forecasts to make automatic trade decisions. The work is based upon simulation of performance for foreign currency option trades. It provides the result of a simulation that shows the potential performance in terms of profitability. The data used includes a collection of news wires on financial information during the Winter of 1991 and the currency trade price histories during that time.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"21 21","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120841279","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Expert systems in spreadsheets: modeling the Wall Street user domain 电子表格中的专家系统:华尔街用户领域的建模
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236586
R. Freedman, R.P. Frail, F.T. Schneider, B. Schnitta
{"title":"Expert systems in spreadsheets: modeling the Wall Street user domain","authors":"R. Freedman, R.P. Frail, F.T. Schneider, B. Schnitta","doi":"10.1109/AIAWS.1991.236586","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236586","url":null,"abstract":"Spreadsheet models are used throughout the Wall Street user domain: one deployment requirement is that the expert system send and retrieve data to a user's spreadsheet system. The authors discuss an approach to expert system integration and deployment that is based on directly embedding expert systems within spreadsheets. This approach demonstrates expert system tool transparency: the embedded expert system is viewed by the user as another spreadsheet model. This increases user portability across applications and dramatically reduces the need for user training. They show how two types of embedded expert systems, neural network classifiers and case-based reasoning systems, may be represented as spreadsheet models. They demonstrate the embedded approach by illustrating spreadsheet expert systems for debt analysis, credit evaluation and forecasting.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"138 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116367413","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Predicting short and long term financial trends 预测短期和长期的金融趋势
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236573
H. Guggenheimer
{"title":"Predicting short and long term financial trends","authors":"H. Guggenheimer","doi":"10.1109/AIAWS.1991.236573","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236573","url":null,"abstract":"For short term predictions of trends in financial statistical data, the author shows the connection between using back data and differentiability assumptions and uses the theory to present new trend extrapolation schemes. For long term prediction, Keynes's fundamental equations are formulated in a mathematically acceptable manner and its shown how to use these equations to model economic development.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"110 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133069697","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An intelligent trend prediction and reversal recognition system using dual-module neural networks 基于双模神经网络的智能趋势预测与反转识别系统
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236575
G. Jang, F. Lai, Bor-Wei Jiang, Li-Hua Chien
{"title":"An intelligent trend prediction and reversal recognition system using dual-module neural networks","authors":"G. Jang, F. Lai, Bor-Wei Jiang, Li-Hua Chien","doi":"10.1109/AIAWS.1991.236575","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236575","url":null,"abstract":"Short-term trends of price movement for common stocks traded on the Taiwan stock market have been modelled and predicted using the dual-module neural networks (dual net) proposed. Both neural network modules of the dual net learn the correlations between the trends of price movement and the retrospective technical indices. An adaptive reversal recognition mechanism which can self-tune the threshold to identify the buying or selling signals is developed in the system. Due to the features of acceptable returns, high hit ratio and low risks shown in the performance evaluation, an intelligent stock trend prediction and reversal recognition system can be realized using the dual-module neural networks.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"195 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127224394","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 21
An application of a counter-propagation neural network: simulating the Standard and Poor's Corporate Bond Rating system 反传播神经网络的应用:模拟标准普尔公司债券评级系统
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236588
Susan Garavaglia
{"title":"An application of a counter-propagation neural network: simulating the Standard and Poor's Corporate Bond Rating system","authors":"Susan Garavaglia","doi":"10.1109/AIAWS.1991.236588","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236588","url":null,"abstract":"Various neural network models have proven useful in vision and other sensory input pattern recognition applications. Much of the earlier work focused on military and defense. Neural network classification ability is just beginning to be deployed in financial applications. Some areas already explored with promising results are credit analysis, market analysis, fraud detection, and price forecasting. Elements in common between the military sensory input and the financial applications include huge volumes of data, time-critical processing, pattern complexity, and qualitative decision criteria. This paper covers research performed to build a Standard and Poor's corporate Bond Rating simulator using the unidirectional version of the counter-propagation network model invented by Robert Hecht-Nielsen (1988).<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129113545","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Case-based reasoning for market surveillance 基于案例的市场监督推理
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236563
P. Buta, R. Barletta
{"title":"Case-based reasoning for market surveillance","authors":"P. Buta, R. Barletta","doi":"10.1109/AIAWS.1991.236563","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236563","url":null,"abstract":"Stock market surveillance is an enormously difficult task. Exchange surveillance departments must sift through data on thousands of transactions each day, pick out suspicious price movements, investigate the transactions, and determine if action is necessary. Knowledge-based systems have been applied in this domain with mixed results, primarily due to a lack of clear-cut criteria for identifying anomalous activity. The authors present a novel approach to knowledge-based market monitoring: intelligent market monitor. The IMM is an application of case-based reasoning that evaluates trading patterns in the context of additional company, industry, and market data, and identifies possibly suspicious trades.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129032144","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
A new perspective on conflict resolution in market forecasting 市场预测冲突解决的新视角
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236566
M. Fishman, D. Barr, E. Heavner
{"title":"A new perspective on conflict resolution in market forecasting","authors":"M. Fishman, D. Barr, E. Heavner","doi":"10.1109/AIAWS.1991.236566","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236566","url":null,"abstract":"What has been most problematical in the application of expert systems technology to market forecasting, as well as a significant theoretical issue with respect to the relative 'insensitivity' of the control structure of the expert system shell to global changes in the nature of the dynamism of the predictive domain has been that the market is sometimes predictable by one mechanism, sometimes by another, and sometimes, for practical purposes, not at all. The authors demonstrate a novel technique of conflict resolution implemented in a shell that permits changes in global market parameters to be reflected immediately in the disposition of every rule in the expert system to fire, relative to every other rule. The conflict resolution preference mechanism itself changes, in other words with the trending nature of the market, and the authors have found this to produce a very effective, market-sensitive model with substantial success (upwards of 86%) in timing buys and sells under a wide range of altogether divergent market conditions.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126698300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Name classification in noisy domains 噪声域的名称分类
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236579
R.P. Frail, R. Freedman
{"title":"Name classification in noisy domains","authors":"R.P. Frail, R. Freedman","doi":"10.1109/AIAWS.1991.236579","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236579","url":null,"abstract":"Many problems in trading and regulation depend on textual data that identifies objects, events, and relationships. In general, these trading and regulatory activities require data from a variety of sources that must be 'intelligently integrated', in order to draw attention to a particular object or group of objects to indicate unusual trading opportunities or to help indicate unusual market behavior for regulators. Text classification techniques have been used for a number of years on Wall Street as significant components of intelligent data integration systems. The authors discuss work on text classification for noisy domains, and discuss how this work has been applied in trading and regulatory systems.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"61 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132536432","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
MASTER: a case based-design to augment corporate mergers and acquisitions decisions MASTER:基于案例的设计，以增强公司合并和收购决策
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236603
G. Berg-Cross, L. Cláudio
{"title":"MASTER: a case based-design to augment corporate mergers and acquisitions decisions","authors":"G. Berg-Cross, L. Cláudio","doi":"10.1109/AIAWS.1991.236603","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236603","url":null,"abstract":"The work on AI financial services applications has now moved into the second-generation of expert systems. This paper briefly reviews some general development and discusses a hybrid design called MASTER. MASTER provides decision aid for M&A professionals. The hybrid employs a cooperating mix of rules and case-based reasoning to provide advice on prospective mergers. The MASTER knowledge base uses several public mergers and acquisitions data sources and includes knowledge derived from experts in the M&A field. Discussion is couched in terms of an ongoing effort to understand the early phase of the mergers and acquisition process and provide reasoning support at multiple levels. Finally, implementation, research issues and directions for future work are discussed.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131795134","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The FLiPSiDE Blackboard: a financial logical programming system for distributed expertise FLiPSiDE Blackboard:分布式专业知识的金融逻辑编程系统
Proceedings First International Conference on Artificial Intelligence Applications on Wall Street Pub Date : 1991-10-09 DOI: 10.1109/AIAWS.1991.236571
David G. Schwartz, L. Sterling, E. Mayland
{"title":"The FLiPSiDE Blackboard: a financial logical programming system for distributed expertise","authors":"David G. Schwartz, L. Sterling, E. Mayland","doi":"10.1109/AIAWS.1991.236571","DOIUrl":"https://doi.org/10.1109/AIAWS.1991.236571","url":null,"abstract":"The blackboard model of problem solving is applied to the domain of portfolio management. A client-server blackboard architecture to control and integrate heterogeneous knowledge sources is presented. Software engineering benefits of the general approach, such as modularity, incremental development and ease of maintenance are discussed. Advantages of working with distributed, high granularity knowledge sources are illustrated. An explicit control mechanism for opportunistic knowledge source scheduling is presented as an integral part of the architecture.<<ETX>>","PeriodicalId":171318,"journal":{"name":"Proceedings First International Conference on Artificial Intelligence Applications on Wall Street","volume":"95 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1991-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134383544","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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