ۥ- a^G\YYYYYYYggggg q {w4' GG  Revised 1/4/94 Bibliography _______________ Abarbanel, H.D. I. "Signal Processing on Strange Attractors," Seminar on nonlinear signal processing, Randle/SAIC, March, 1990. Abarbanel, H. D. I., Brown,R., and Kennel,M. "Variation of Lyapunov Exponents on a Strange Attractor," Journal of Nonlinear Science, 1, 1991. Abraham, R. H., and Shaw, C. D. Dynamics: The Geometry of Behavior, Part One, Periodic Behavior. Part two, Global Behavior, Aerial Press: Santa Cruz, CA.,1982 Ammeraal,L. Programs and Data Structures in C. New York, NY:Wiley, 1987. Araki, S., et al. A Self-Generating Method of Fuzzy Inference Rules, Fuzzy Engineering toward Human Friendly Systems,, IFSE., vol. 2, 1991. Asakwa,T.K. " Stock Market Prediction System with Modular Neural Networks," in IJCNN, vol 1, 1990. Babcock ,B.Trading Systems. Homewood, IL: Dow Jones Irwin, 1989. Baker,G.L., and Gollub,J.P. Chaotic Dynamics: an Introduction. Cambridge University Press ,1990. Benachenou, D., Cader, M.,& Deboeck, G., : Implementation of Neural Trading System, Proceedings IJCNN'92, Beijing, 1992 Bergerson,K., and Wunsch,D."A Commodity Trading Model based on a Neural Network-Expert System Hybrid," in Proceedings of International Joint Conference for Neural Networks, Seattle, 1991. Bernstein, J.Timing Signals in the Futures Market. Chicago:Probus, 1992. Bernstein, P. Capital Ideas: The Improbable Origins of Modern Wall Street,. New York, NY: Free Press: a division of Macmillan Inc.,1992. Bernstein, P. L. "Flows of Funds and Flows of Expectations," The Journal of Portfolia Management, vol.16, 4, 1990. Bezdek, J. C. Pattern Recognition with Fuzzy Objecttive Function. Algorithm, NY: Plenum Press, 1981. Bochereau, L., and Bourgine "Extraction of Semantic Features and Logical Rules from a Multilayer Neural Networks," in Proceedings of International Joint Conference for Neural Networks (IJCNN), 1990. Bornholdt,S. "General Asymmetric Neural Networks and Structure Design by Genetic Algorithms," Neural Networks, vol. 5, 1992. Brock, H. W. Forecast and Risk Assessment. Strategic Economic Decisions Inc., February 1993. Brock, H. W. Inference from a Decade in the Business. Strategic Economic Decisions Inc, 1993. Brock, W.A. "Distinguishing Random and Deterministic Systems: Abridged Version," Journal of Economic Theory 40, 1986. Brock,W., Hsieh,D., and LeBaron,B. Nonlinear Dynamics, Chaos,and Instability: Statistical Theory and Economic Evidence. Cambridge, MASS: The MIT Press, 1991. Casdagli, M. and Eubank, S. , eds., Nonlinear Modeling and Forecasting, Papers, Workshop sponsored by the Santa Fe Institute and NATO, Addison- Wesley Publishing , 1992. Colby, Robert W., Meyers, Thomas A., The Encyclopedia of Technical Market Indicators, Business One Irwin, Homewood, IL 1988 Colin,A. "Neural Networks and Genetic Algorithms for Exchange Rate Forecasting," Proceedings IJCNN. Beijing, China, 1992. Cox, E. Adaptive Fuzzy Systems, IIEE Spectrum, February 1993. Cox, E. Fuzzy Fundamentals, IIEE Spectirum, October 1992. Danon, Y., and Embrechts,M.J. "Least Squares Fitting Using Artificial Neural Networks, Preprint, Troy,NY: Rensselaer Polytechnic Institute, June 1992. Davis,L. Handbook of Genetic Algorithms. New York, NY:VanNostrand Reinhold, 1991. Deboeck, G. Nonlinear Dynamic Analysis Techniques for Preprocessing of Data for Neural Nets, Advanced Technology for Developers, September1992. Deboeck, G. "Pre-processing and Evaluation of Neural Nets for Trading Stocks," Advanced Technology for Developers, August, 1992. Deboeck,G., Green ,H., Yoda ,M., and Jang ,G.S. Design Principles for Neural and Fuzzy Trading Systems," in Proceedings IJCNN. Beijing, China, 1992. Deboeck,T., and Deboeck,G. "GenNet : Genetic Optimization of a Neural Net for Trading," Advanced Technology for Developers, October 1992. De Grauwe,P., Dewachter,H., and Embrechts,M. Exchange rate theory: Chaotic Models of Foreign Exchange Markets. Oxford, UK: Blackwell, 1993. Dorf, R.C. Modern Control Systems. Reading, MA.: Addison-Wesley, 1967. Douglas ,M.The Disciplined Trader : Developing Winning Attitudes, New York, NY: Institute of Finance, 1990. Dutta, S., and Shekhar, S. "Bond Rating: A Non-Conservative Application of Neural Networks," IIEE International Conference on Neural Networks, vol.2, 1988. Eckmann, J.P., and Ruelle, D. "Ergodic theory of chaotic and strange attractors," Review Modern Physics 57,3, 1985. Elder,J.F.IV, and Finn,M.T.Creating Optimally Complex Models for Forecasting, Financial Analysts Journal, January-February, 1991. Fahlman, S. E. "An Empirircal Study of Learning Speed in Back- propagation Networks," inCMU. Pittsburgh, PA: Carnegie Mellon University, Computer Science Department, 1988. Fahlman, S.E., and Lebiere, C. "The Cascade-Correlation Learning Algorithm," in D.S. Touretzky,ed., Advanced in Neural Information Processing Systems, volume 2. Palo Alto, CA: Morgan Kaufman, 1990. Feder,J. Fractals. New York, NY: Plenum Press, 1988. Feigenbaum,M.J. "Universal Behaviour in Nonlinear Systems," Los Alamos Science, 1980. Felsen,J., Learning Pattern Recognition Techniques Applied to Stock MarketForecasting,IEEE Transactions on Systems, Man and Cybernetics, Vol. SMC-5, No. 6, 1975. Fortin,C.,Kumaresan,R.,Ohley,W., and Hoefer,S. Fractal Dimension in the Analysis of Medical Images, IEEE Engineering in Medicine and Biology Magazine, Vol. 11, No.2, June 1992. Frank, G.W., Lookman,T., Nerenberg,M.A.H., Essex,C.,Lemieux,J., and W. Blume, Chaotic Time Series Analyses of Epileptic Seizures, Physica D, Vol 46, 1990. Fraser, A. M., "Information and Entropy in Strange Attractors," IEEE Trans. on Information Theory, Vol. 35, No. 2, pp. 245-262, March 1989. Fraser, A. M., and H. L. Swinney. "Independent coordinates for strange attractors from mutual information," Phys. Rev. A, 33:1134-1140, Feb. 1986. Frison, T.,Contemporary Signal Processing,, Technical Report, Randle Inc., Great Falls, Virginia, 1991. Galbraith, J. K. A Short History of Financial Euphoria: Financial Genius is before the Fall ,. Whittle Direct Books, 1990. Garman, M. B., and Klass, M. J. "On the Estimation of Security Price Volatilities from Historical Data", Journal of Business, vol. 53, no. 1, 1980. Gershenfeld,N. "An Experimentalist's Introduction to the Observation of Dynamical Systems," in H.B. Lin (ed.). Directions in Chaos, vol.2, World Scientific,1988. Glass,L., and Mackey,M.C. From Clocks to Chaos, Princeton, NY: Princeton University Press, 1988. Gleick,J. Chaos: the Making of a New Science. New York, NY: Viking Press, 1987. Goldberg, D.E. Genetic Algorithms in Search, Optimization and Machine Learning.. Reading, MASS: Addison-Wesley, 1989. Grassberger, P. "Do climatic attractors exist?," Nature, Vol. 323, October 1986. Grassberger, P., An Optimized Box-assisted Algorithm for Fractal Dimensions, Physics Letters A, Vol. 148, No. 1,2, 6 August, 1990. Grassberger,P., and Procaccia,I. Measuring the Strangeness of Strange Attractors, Physica 9D, vol 189, 1983; see also An Optimized Box- assisted Algorithm for Fractal Dimensions, Physics Letters A, Vol. 148, No. 1,2, August, 1990. Green, H. G. Artificial Intelligence Tools in Financial Markets: An Updated Survey., London: Centre for Cognitive Systems, Imperial College of Science, Technology and Medicine,1993. Green, H. G. and Mark, R. "Managing a Portfolio of Positions Unit", in J. Francis and Avener Wolf,eds., The Handbook of Interest Rate Risk Management., Dow Jones Irwin, 1994 Green, H., Neural Networks in Financial Services: Survey, Proceedings of Expert Systems and Neural Networks in Trading, January 23-24, 1991, New York, International Business Communications. Hammel, S. , and Hammel M., "A Noise Reduction Method for Chaotic Systems," Physics Letters A 148 (1990) No. 8,9 pp. 421-428. Harp,S.,and Samad,T."Genetic Synthesis of Neural Network Architecture," in L. Davis, The Handbook of Genetic Algorithms. Van Nostrand Reinhold, 1991. Hausdorff,F. "Dimension and ausseres Mass," Math Annalen, vol 79, 1918. Hawley,D.D., Johnson,J.D., and Raina,D. Artificial Neural Systems: A New Tool for Financial Decision-Making,Financial Analysts Journal, November-December, 1990. Hirose,Y.,Yamashita,K.,and Hijiya,S. Back-Propagation Algorithm Which Varies the Number of Hidden Units, Neural Networks, Vol. 4, 1991. Holland, J. Adaptation in Natural and Artificial Systems. Originally published by the University of Michigan Press in 1975. Reissued in Cambridge, MASS: The MIT Press, 1992. Humpert, B. "Neurocomputing in Financial Services," Journal Expert Systems for Information Management,, volumel. 2, no. 3, 1989. Hurst, H. E. "Long-term Storage of Reservoirs," in Transactions of the American Society of Civil Engineers, 1951. Hurst,H.E., Black, R.P., and Simaika,Y.M. Long term Storage: An Experimental Study. London, UK: Constable, 1965. Jacobs, B., and Levy K. "The Complexity of the Stock Market," The Journal of Portfolia Management 16, 1989. Jacobs, R. A., Jordan, M. I., Nowlan, S. J., and Hinton, G. E. "Adaptive Mixtures of Local Experts," Neural Computation, volume 3, 1991. Jang,G.S.,Lai,F.,Jiang,B.W.,and Chien,L.H. An Intelligent Trend Prediction and Reversal Recognition System Using Dual-Module Neural Networks, in Proceedings. First International Conference on Artificial Intelligence Applications on Wall Street,. New York, U.S.A., 1991. Jang,G.S., and Lai,F.Intelligent Stock Market Prediction System Using Dual Adaptive-Structure Neural Networks, inProc.eedings Second International Conference on Artificial Intelligence Applications on Wall Street, New York, U.S.A., 1993. Jordan, M., New Learning Algorithms, Tutorial at IJCNN'92 Baltimore, 1992. Kamijo,K., and Tanagawa,T. "Stock Price Pattern Recognition. A Recurrent Neural Network Approach, in Proceedings International Joint Conference on Neural Networks. San Diego, CAL, June 1990. Kandel,A. Fuzzy Mathematical Techniques with Applications.. Reading, MASS: Addison Wesley Publishing, 1986. Kasko,B. Neural Networks and Fuzzy Systems. Prentice Hall, 1992. Kaufman,P.J. The New Commodity Trading Systems and Methods. New York, NY: Wiley, 1987. Kennel, M.B.,Brown,R., and AbarbanelH.D.I. "Determining Embedding Dimension for Phase-Space Reconstruction Using a Geometrical Construction," Physics Review A,45, March 1992. Kennel,M.B., and Steven, I. Method to distinguish possible chaos from colored noise and to determine embedding parameters, Physical Review A, 46, Sept. 1992. Klimasauskas,C.C. "Hybrid Technologies: More Power for the Future," Advanced Technologies for Developers No. 1, May, 1992. Klimasauskas, C. "Accuracy and Profit in Trading Systems," Advanced Technology for Developers, volume 1. Sewickly, PA: High-Tech Communications, June 1992. Klimasauskas, C Genetic Function Optimization for Time Series Prediction, Advanced Technology for Developers, July 1992.; Klimasauskas, C Hybrid Neuro-Genetic Approach to Trading Algorithms," Advanced Technology for Developers, November 1992; and " An Excel Macro for Genetic Optimization of a Portfolio,"Advanced Technology for Developers, December 1992. Klimasauskas,C.C."Hybrid Fuzzy Encodings for Improved Backpropagation," Advanced Technology for Developers, September, 1992. Kimoto,T., Asakawa, K., Yoda, M., and Takeoka ,M."Stock Market Prediction System with Modular Neural Networks," in Proceedings of he International Joint Conference on Neural Networks, Vol. 1. San Diego, CAL:IEEE Network Council, 1990. Kosko,B. Neural Networks and Fuzzy Systems. Prentice-Hall Inc., 1992. Kostelich, E. J. and Yorke, J. A., "Noise Reduction: Finding the Simplest Dynamical System Consistent with the Data," Physica D 41 (1990) 183-196. Koza, J. Genetic Programming. Cambridge, MASS: The MIT Press,1993. Kravtsov Y. A, "Randomness, determinateness, and predictability," Usp. Fiz., Nauk 158, 93-122, May 1989. Krugman, P. and Miller, M. (editors), Exchange RAte Targets and Currency Bands. Cambridge: Cambridge University Press, 1992. Kurz, M. Asset Prices with Rational Beliefs. unpublished paper, Stanford University, June 1992. Lane,G.C. Trading Strategies. Future Symposium International, 1984. Lapedes, A., and Farber, R. "Nonlinear Signal Processing Using Neural Networks," in Prediction and System Modeling. Los Alamos, NM: Los Alamos National Labs, 1987. Larrain,M. Testing Chaos and Non-Linearities in T-Bill Rates, Financial Analysts Journal, September-October 1991. Lau, C.,(ed), Neural Networks : Theoretical Foundations and Analysis, IEEE Press, New York, 1992 Lee,T.C. Structure Level Adaptation for Artificial Neural Networks. Kluwer Academic Publishers, 1991. LIFE ."Fuzzy Engineering toward Human Friendly Systems" in Proceedings of the First International Fuzzy Engineering Symposium.. Yokohama, Japan, November 13-15, 1991 Proceedings of the second International Conference on Fuzzy Logic and Neural Networks. Tizuka, Japan, July 17-22, 1992. Lo,A.W. Long-Term Memory In Stock Market Price," Econometrica, Vol. 59, No. 5, Sept. 1991. Makridakis,S.,Wheelwright ,S.C., and.McGee,V.E. Forecasting: Methods and Applications. New York, NY: Wiley, 1983. Mandelbrot, B.B. The Fractal Geometry of Nature. New York, NY: W. H. Freeman and Company, 1983. Marcus,C.M., and Westervelt,R.M. Dynamics of analog neural networks with time delay, in Advances in Neural Information Processing Systems I. San Mateo: Morgan Kaufmann, 1989. Maren, A. J., Harston, C.T., and Pap, R.M. Handbook of Neural Computing Applications. San Diego, CA,: Academic Press, 1990. Mark, R. "Risk Management," International DErivative Review, March 1991 and "Units of management," Risk, June 1991. Markowitz, H. M. "Portfolio Selection," Journal of Finance VII, March,1952. Matsuba,I.,Masui,H., and Hebishima,S. Optimizing Multilayer Neural Networks using Fractal Dimensions of Time-Series Data, in Proceedings of IJCNN, Vol. 1. Baltimore, MD, 1992. Matsuba,I., Masui,H., and Hebishima,S. "Prediction of Chaotic Time-Series Data using Optimized Neural Networks," in Proceedings of International Joint Conference for Neural Networks, Beijing, China 1992. Miller,G.E. et.al. Designing Neural Networks using Genetic Algorithms, Proceedings of the Third International Conference on GA, George Mason University. Morgan Kaufmann Pub., 1989. Miller, M. H. Financial Innovations and Market Volatility. Blackwell, MASS,1991. Montana,D., and Davis,L. "Training Feedforward Neural Networks Using Genetic Algorithms," in Proceedings of the 11th International Joint Conference on Artificial Intelligence, 1989. Moon, F. C. Chaotic Vibrations: An Introduction for Applied Scientists and Engineers., John Wiley & Sons: New York, NY., 1992 Murase,K., Matsunaga,Y., and Nakade,Y. A Back-Propagation Algorithm Which Automatically Determines the Number of Association Units, in ProceedingsIEEE International Joint Conference on Neural Networks, 1991. Murphy,J.J. Technical Analysis of the Futures Markets, A Comprehensive Guide to Trading Methods and Applications. New York, NY: Institute of Finance, 1986. NeuralWare. Neural Computing Reference Manual. Pittsburgh, PA: Neural Ware Inc., 1993. Pardo, R. Design, Testing and Optimization of Trading Systems. New York: John Wiley and Sons, 1992. Parker, T.S., and Chua, L. O., "Chaos: A Tutorial for Engineers," Proceedings of the IEEE, Vol. 75, No. 8 pp. 982 - 1008, August 1987 Parlitz, U. Identification of true and spurious Lyapunov exponents from time series, International Journal of Bifurcation and Chaos, Vol. 2, No. 1,1992. Peters,E. Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility. New York, NY:John Wiley & Sons, Inc.,1991. Peters,E. A Chaotic Attractor for the S&P500, Financial Analysts Journal, March-April, 1991. Peters, E.E. Fractal Market Analysis. New York, NY: J. Wiley ,1994. Peters,E. Fractal Structure in the Capital Markets," Financial Analysts Journal, July-August 1989. Plummer, T. Forecasting Financial Markets : Technical Analysis and the Dynamics of Price.. New York: John Wiley & Sons, 1991. Plutowski, M., and White, H. Selecting Concise Training Sets from Clean Data. San Diego, CA: University of California, 1992. Pool, R., "Is It Chaos, or Is It Just Noise?," Science: Research News, Vol 243, pp. 25-28, 6 January 1989. Pool, R., "Is Something Strange About the Weather?," Science: Research News, Vol. 243, pp. 1290-1293, 10 March 1989. Roll, R. " A Critique of the Asset Pricing Theory's Tests Part I. On Past and Potential Testability of the Theory," Journal of Financial Economics 4, no. 2., 1977. Rosser,J.B. Jr.From Catastrophe to Chaos: A General Theory of Economic Discontinuities. Kluwer Academic Publications, 1991. Ruelle,D. Chaotic Evolution and Strange Attractors, Cambridge: Cambridge University Press, 1989. Ruelle, D. Chance and Chaos., Princeton University Press, Princeton, NJ., 1991 Rumelhart,D.,Hinton,G., and Williams,R. Parallel Distributed Processing. Cambridge, MASS: The MIT Press, 1986. Ruthen, R. "Adapting to Complexity," Scientific American, January 1993. Schaffer, J. D., Darrell, W., and Eshelman,L.J. Combinations of Genetic Algorithms and Neural Networks: A Survey of the State of the Art, IIEE Workshop Proceedings,1993. Scheinkman,J.A., and LeBaron,B. "Nonlinear Dynamics and Stock Returns," Journal of Business, vol.67, 3. Schepers,H.E., vanBeek,J.H.G.M., and Bassingthwaighte,J.B. Four Methods to Estimate the Fractal Dimension from Self-Affine Signals, IEEE Engineering in Medicine and Biology Magazine, Vol. 11, No. 2, June 1992. Schiller, R. J. Market Volatility.. Cambridge, MASS: The MIT Press, 1990. Schuster,H.G. Deterministic Chaos: an Introduction. Weinheim, Germany: VCH Verlagsgesellschaft mbH, 1989. Sharda, R. ,and Patil, R. B. "Neural Networks as Forecasting Experts: An Empirical Test," International Joint Conference on Neural Networks II, 1990. Sharp, W.,Asset Allocation: Management Style and Performance Measurement, Journal of Portfolio Management, Winter, 1991. Shaw, R., The Dripping Faucet as a Model Chaotic System. Aerial Press: Santa Cruz, CA., 1984 Smith, M. Neural Networks for Statistical Modeling . New York: Van Nostrand Reinhold, 1993. Smith, V. L., and Williams, A. W. "Experimental Market Economics," Scientific American, December, 1992. Stein,R. "Selecting Data for Neural Networks," AI Expert, Feb 1993. Stewart, I., Does God Play Dice? The Mathematics of Chaos. Basil, Blackwell: Cambridge. MA., 1989 Sugeno,M. et al. Fuzzy Systems Theory and its Applications. Tokyo Institute of Technology ,1992. Sugeno, M., and Takahiro,Y. A Fuzzy-Logic-Based Approach to Qualitative Modeling, IIEE Trans. on Fuzzy Systems, vol. 1, Feb. 1993. Sy, W. "Market timing : Is it a folly?", The Journal of Portfolio Management, vol. 16, No.4, 1990. Szu, H., Sheng, Y.,and Chen, J.,Wavelet transforms as a bank of matched filters,,Applied Optics, June 10, 1992. Taber,R."Fuzzy Entropy," Advanced Technology for Developers, September, 1992. Takens, F. in Dynamical Systems and Turbulence, Warwick 1980, eds. D. Rand and L.S. Young, Lecture Notes in Mathematics 898, (Springer, Berlin), 366 (1981). Tan,P.Y., Lim, Chua,K.S.,Wong,F., and Neo,S. "A Comparative Study Among Neural Networks, Radial Basis Functions and Regression Models," Second International Conference on Automation, Robotics and Computer Vision, Singapore, September 1992. Theiler, J., "Estimating the Fractal Dimension of Chaotic Time Series," The Lincoln Laboratory Journal, Vol. 3, No. 1, pp. 63-86, (1990). Thompson, J. M. T., and Stewart, H. B., Nonlinear Dynamics and Chaos. John Wiley & Sons: New York, NY.. 1986 Treleaven,P., and Goonatilake,S. "Intelligent Financial Technologies," in Proceedings of Parallel Problem Solving from Nature: Applications in Statistics and Economics, EUROSTAT, 1992. Vaga, T.,The Coherent Market Hypothesis, Financial Analyst Journal, November/December, 1990, pp. 36-49. Vergnes, M. "Neural Trader's Assistant," Third European Seminar on Neural Computing. London, England: The Marketplace, IBC Tech. Services, 1990, Walter,J.,Ritter,J.H.,and Schulten,K. "Nonlinear Prediction with SelfOrganizing Maps," in Proceedings International Joint Conference on Neural Networks, San Diego, CAL,June 1990. Wang,P.P. Fuzzy Control Bibliography. Durham, NC: Department of Electric Engineering, Duke University, December 1991. Wassermann, P. D. "A Combined Back-Propagation/Cauchy Machine Network," Journal of Neural Network Computing, 1990. Welstead, S."Financial Data Modeling with Genetically Optimized Fuzzy Systems," in Proceedings of the 2nd Annual International Conference on Artificial Intelligence Applications on Wall Street, New York, NY, April 19-22,1993. White, H. "Economic Prediction Using Neural Networks," IIEE International Conference on Neural Networks, vol. 2, 1988. Wiggins, S., Introduction to Applied Nonlinear Dynamical Systems and Chaos, Springer-Verlag, New York. 1990 Williams, T. Fuzzy is Anything but fuzzy, Computer Design, April 1992. William ,F. E.Technical Analysis of Stocks, Options & Futures : Advanced Trading Systems and Techniques. Chicago: Probus, 1988. Wilshire Asset Management. Style Portfolios : a New Approach to Equity Investment Management.. 1990. Wilson,J. The SimEarth Bible. McGraw Hill, 1991. Wolf,A., Swift,J., Swinney,J., and Vastano,J. Determining Lyapunov Exponents from a time series. Physica 16D, 1985. Wong F. "Time Series Forecasting Using BackPropagation Neural Networks," Neurocomputing, 2 ,Elsevier, 1990-91. Wong,F. "FastProp: A Selective Training Algorithm For Fast Error Propagation," in Proceedings of the International Joint Conference on Neural Networks, Singapore, 1991. Wong,F., and Lee,D. "A Hybrid Neural Network For Stock Selection," in Proceedings of the 2nd Annual International Conference on Artificial Intelligence Applications on Wall Street, New York, NY, April 19-22, 1993. Wong,F.,Tan,P., and Zhang,X. "Neural Networks, Genetic Algorithms and Fuzzy Logic for Forecasting," in Proceedings of the 3rd International Conference on Advanced Trading Applications on Wall Street , New York, NY: Marriott Financial Center, 1992. Wong,F.S., and Wang,P.Z. "A Fuzzy Neural Network for FOREX Forecasting, Fuzzy Engineering toward Human Friendly Systems,'" in Proceedings of the International Fuzzy Engineering Symposium,, Yokohama, Japan, November 13-15, 1991. Wong,F.S., Wang,P.Z., Goh,T.H., and Quek,B.K. Fuzzy Neural Systems for Stock Selection, Financial Analyst Journal, Jan.-Feb. 1992. Yuize,H.,Yagyu,T.,Yoneda,M., Katoh,Y., et.al. : Decision Support System for Foreign Exchange Trading ". Yokohama, Japan,1991. Zeidenberg, M. Neural Network Models in Artificial Intelligence. New York, NY: Ellis Horwood, 1990. Zhang,X., and Wong,F. "A DecisionSupport Neural Network and Its Financial Applications," in Technical Report, Institute of Systems Science, National University of Singapore, June, 1992. Zimmermann,H."Applications of the Boltzman machine in economics," in Reider (ed.). Methods of Operations Research, vol. 60/61, 14th Symposium on Operations Research, Verlag Anton Hain, 1990. uz}&8:UADH!BR@ÿ{wsokg& <bd  D  b `  [ h `~ /5Fÿ{wsokg'^ /ES5:&`hAr*+Mhÿ{wsokg&h{WkE'Ph+ R!t!!!!O"i""###ÿ{wsokg&#K##/$$$$%w%%&#&4&&+''(9(a(u((/)Y))))*;***+++ ,o,,"-D--ÿ{wsokg&--.5...>////00}0000%1/1u111122=2O2x222b3|33334>4c444 5ÿ{wsokg& 5c5556<6l667P777828[8_888=9R99*::: ;9;;<<d<<=Z=p==>>.>/>ÿ{wsokg&/>1>f>>???T@@@@ AcAAAA3BcBBB9CPCCD3D{DDDE%EEEEFFFG)GGÿ{wsokg&GG"H4HlHH(I[IIIIJRJzJJJAKJKeKKKKwLLLLMMeMsMMMMNOMOOO"Pÿ{wsokg$&"P>PPQSQlQQQRRRSSS&TTT!U@U~UUUUVVVVVVtW|W~WWWWPXXXXXÿ{wsokg&X_YYOZ[?[[[[[\\<]L]]^_^a^ÿC{[k4d/  p : 7 z VBa:ûwwwwnnn h h h h h h h h h h h h h  h h h):SVGy~<oMAw !!"#Žyyyph___WW h h h h h h h h h h h h h h h h h h h h##L$$8%%4&F'9((N))*Z*++2,,T-G..//000N1122x2 333c455Z66u77m8zssssmffhhhhhhhhhhhhhhhh0hhhhh h h(m88r9B::S; <<c=>[>>L??@@,AABBC{C#DDD E[EEFF7GH]HHgIIGJJKWKK!LLMMMwNlOOiP'Qƽhhhhhhhhhhhhhhhhhhh2'QQ*RR[SST2UUUpVVWWWXYZl[[v\\]_^a^ƿhhhhhhhhhhhh page number referencesG "0\a^a^0a^;w Tms Rmn `Symbol Helv ChicagoTimes New Roman Arial0Courier New @Script Palatino MT Extra" Investments Department