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Forecasting futures trading volume using neural networks

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  • Iebeling Kaastra
  • Milton S. Boyd

Abstract

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Suggested Citation

  • Iebeling Kaastra & Milton S. Boyd, 1995. "Forecasting futures trading volume using neural networks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 15(8), pages 953-970, December.
    • Handle: RePEc:wly:jfutmk:v:15:y:1995:i:8:p:953-970
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    Cited by:

    1. Yang, Z. R. & Platt, Marjorie B. & Platt, Harlan D., 1999. "Probabilistic Neural Networks in Bankruptcy Prediction," Journal of Business Research, Elsevier, vol. 44(2), pages 67-74, February.
    2. Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle, 2008. "Improving VWAP strategies: A dynamic volume approach," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1709-1722, September.
    3. Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
    4. Sudhi SHARMA & Miklesh YADAV, 2020. "Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(623), S), pages 289-300, Summer.
    5. Wu, Yih-Jiuan, 1998. "Exchange rate forecasting: an application of radial basis function neural networks," ISU General Staff Papers 1998010108000013540, Iowa State University, Department of Economics.
    6. Mark T. Leung & An-Sing Chen, 2005. "Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(6), pages 403-420.
    7. Nguyen, Trung H. & Nong, Duy & Paustian, Keith, 2019. "Surrogate-based multi-objective optimization of management options for agricultural landscapes using artificial neural networks," Ecological Modelling, Elsevier, vol. 400(C), pages 1-13.
    8. Zarkami, Rahmat & Sadeghi, Roghayeh & Goethals, Peter, 2012. "Use of fish distribution modelling for river management," Ecological Modelling, Elsevier, vol. 230(C), pages 44-49.
    9. Xiaojie Xu & Yun Zhang, 2022. "Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network," Economics Bulletin, AccessEcon, vol. 42(3), pages 1266-1279.
    10. Shaogao Lv & Yongchao Hou & Hongwei Zhou, 2019. "Financial Market Directional Forecasting With Stacked Denoising Autoencoder," Papers 1912.00712, arXiv.org.
    11. Matthew F Dixon, 2017. "Sequence Classification of the Limit Order Book using Recurrent Neural Networks," Papers 1707.05642, arXiv.org.
    12. Dorota Witkowska, 1999. "Applying artificial neural networks to bank-decision simulations," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 350-368, August.
    13. Mattei, F. & Franceschini, S. & Scardi, M., 2018. "A depth-resolved artificial neural network model of marine phytoplankton primary production," Ecological Modelling, Elsevier, vol. 382(C), pages 51-62.
    14. Tay, Francis E. H. & Cao, Lijuan, 2001. "Application of support vector machines in financial time series forecasting," Omega, Elsevier, vol. 29(4), pages 309-317, August.

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