Journal of Computational Intelligence in Finance

Table of Contents

May/June 1998, Vol.6, No.3

(available May 6, 1998)

Title: On Market Efficiency and the Internet

Hierarchical and Feed-Forward Fuzzy Logic Systems for Interest Rate Prediction
Masoud Mohammadian, Mark Kingham and Bob Bignall
The development of novel hierarchical and feed-forward fuzzy logic systems using genetic algorithms is discussed. The systems developed are used for the prediction and modelling of fluctuations in interest rates in Australia. A genetic algorithm is proposed as a method for learning the fuzzy rules. The results obtained from the hierarchical and feed-forward fuzzy logic systems are compared.

Discovering Lawlike Regularities in Financial Time Series
Boris Kovalerchuk and Evgenii Vityaev
This paper seeks to discover regularities in financial time series using Machine Methods for Discovering Regularities (MMDR) and a related "discovery" software system. This is accomplished by combining mathematical logic and probability theory in data mining. Discovered regularities were used for forecasting a target variable, represented by the relative difference in percent between today's closing price for the S&P 500 daily index and the price five days ahead.

Application of Reasoning Neural Networks to Financial Swaps
Ray Tsaih, Wei-Kuang Chen and Yi-Ping Lin
This study investigated two learning procedures to see which is better at extracting the trend of asset price movements. One is the Back Propagation learning algorithm, the other is a learning procedure call Reasoning Networks using Back Propagation. For this investigation, the application of these two learning procedures to forecasting the trends of interest-rate swap midrates is considered.

Model Validation by the Bootstrap
James Hampton and Edward Weiss
The Practitioner: Method and Tools

Product Review: S-PLUS 4.0
Mark R. Thomason

FROM THE EDITOR on market efficiency and the internet
OPEN EXCHANGE letters, comments and questions
CONVERGENCE news, announcements, addenda, errata
neural network data analysis using simulnet (book)
constructing intelligent agents with java (book)
MUSINGS OF NOTE reflections on the literature

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