Portfolio optimization with a neural network implementation of the coherent market hypothesis

Article Abstract:

A model for portfolio structure optimization on a day-to-day trading basis was developed based on artificial neural networks that are embedded in a framework of a nonlinear dynamic capital market. The portfolio optimization model involves estimations of stock return distribution based on the parameters of the coherent market hypothesis. A general regression network was also utilized to predict the daily excess returns of each stock.

Methods, Forecasts and trends, Capital market, Capital markets, Investment analysis, Securities analysis, Business forecasting

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An object-oriented neural network approach to short-term traffic forecasting

Article Abstract:

A discussion is presented of an object-oriented neural network model. This was created to forecast short-term traffic conditions on a section of the Pacific Highway in Australia. The results demonstrated significant improvements on conventional model performance.

Models, Intelligent vehicle-highway systems, Intelligent vehicle highway systems, Traffic estimation

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A neural network model for enhanced operation of midblock signalled pedestrian crossings

Article Abstract:

Research is presented concerning the development of a neural network model for the analysis of pedestrian crossing strategies. The conflict between pedestrians, motorists and freight traffic is discussed.

United Kingdom, Operations research, Management science, Analysis, Management, Transportation policy, Traffic congestion, Pedestrians

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