Artificial Neural Networks in Finance and Manufacturing

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Preface .......................................................................................................................... vi
S ECTION I: I NTRODUCTION
Chapter I.
Artificial Neural Networks: Applications in Finance and Manufacturing ...................1
Joarder Kamruzzaman, Monash University, Australia
Ruhul A. Sarker, University of New South Wales, Australia
Rezaul K. Begg, Victoria University, Australia
Chapter II.
Simultaneous Evolution of Network Architectures and Connection Weights in
Artificial Neural Networks ......................................................................................... 28
Ruhul A. Sarker, University of New South Wales, Australia
Hussein A. Abbass, University of New South Wales, Australia
S ECTION II: ANNs IN F INANCE
Chapter III.
Neural Network-Based Stock Market Return Forecasting Using Data Mining for
Variable Reduction ...................................................................................................... 43
David Enke, University of Missouri — Rolla, USA
Chapter IV.
Hybrid-Learning Methods for Stock Index Modeling ................................................. 64
Yuehui Chen, Jinan University, P.R. China
Ajith Abraham, Chung-Ang University, Republic of Korea
Chapter V.
Application of Higher-Order Neural Networks to Financial Time-Series
Prediction .................................................................................................................... 80
John Fulcher, University of Wollongong, Australia
Ming Zhang, Christopher Newport University, USA
Shuxiang Xu, University of Tasmania, Australia
Chapter VI.
Hierarchical Neural Networks for Modelling Adaptive Financial Systems ............ 109
Masoud Mohammadian, University of Canberra, Australia
Mark Kingham, University of Canberra, Australia
Chapter VII.
Forecasting the Term Structure of Interest Rates Using Neural Networks ........... 124
Sumit Kumar Bose, Indian Institute of Management, India
Janardhanan Sethuraman, Indian Institute of Management, India
Sadhalaxmi Raipet, Indian Institute of Management, India
Chapter VIII.
Modeling and Prediction of Foreign Currency Exchange Markets ......................... 139
Joarder Kamruzzaman, Monash University, Australia
Ruhul A. Sarker, University of New South Wales, Australia
Rezaul K. Begg, Victoria University, Australia
Chapter IX.
Improving Returns on Stock Investment through Neural Network Selection ......... 152
Tong-Seng Quah, Nanyang Technological University, Republic of Singapore
S ECTION III: ANNs IN M ANUFACTURING
Chapter X.
Neural Networks in Manufacturing Operations ...................................................... 165
Eldon Gunn, Dalhousie University, Canada
Corinne MacDonald, Dalhousie University, Canada
Chapter XI.
High-Pressure Die-Casting Process Modeling Using Neural Networks ................ 182
M. Imad Khan, Deakin University, Australia
Saeid Nahavandi, Deakin University, Australia
Yakov Frayman, Deakin University, Australia
Chapter XII.
Neural Network Models for the Estimation of Product Costs: An Application in the
Automotive Industry .................................................................................................. 199
Sergio Cavalieri, Università degli Studi di Bergamo, Italy
Paolo Maccarrone, Politecnico di Milano, Italy
Roberto Pinto, Università degli Studi di Bergamo, Italy
Chapter XIII.
A Neural-Network-Assisted Optimization Framework and Its Use for Optimum-
Parameter Identification ........................................................................................... 221
Tapabrata Ray, University of New South Wales, Australia
Chapter XIV.
Artificial Neural Networks in Manufacturing: Scheduling .................................... 236
George A. Rovithakis, Aristotle University of Thessaloniki, Greece
Stelios E. Perrakis, Technical University of Crete, Greece
Manolis A. Christodoulou, Technical University of Crete, Greece
Chapter XV.
Recognition of Lubrication Defects in Cold Forging Process with a
Neural Network ......................................................................................................... 262
Bernard F. Rolfe, Deakin University, Australia
Yakov Frayman, Deakin University, Australia
Georgina L. Kelly, Deakin University, Australia
Saeid Nahavandi, Deakin University, Australia
About the Authors ..................................................................................................... 276
Index .......................................................................................................................... 284

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