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Clarence N W Tan:

A Hybrid Financial Trading System Incorporating Chaos Theory, Statistical and Artificial Intelligence/Soft Computing Methods

This paper proposes a hybrid financial trading system that incorporates the application of chaos theory, non-linear statistical models and artificial intelligence/soft computing methods, specifically, Artificial Neural Networks (ANNs)

Invited Paper- Queensland Finance Conference 1999

Prof. Dr Clarence N W Tan, Ph.D. Assistant Professor, Computational Finance School of Information Technology Bond University

Summary:

Abstract - Introduction

Description of Proposed Hybrid System

Second Phase:- Financial Forecasting Models using Non-linear Statistical and Soft Computing Methods

Third Phase:- Financial Trading and Portfolio Management System

Benefits of Research

References

Appendix A

Fundamental Analysis

Basic Structure of a Rule-based Financial Trading System

Closing Position rules

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