Cortical and Subcortical Computing for Financial Trading (Presentation Slides)

17 Pages Posted: 25 Mar 2016

See all articles by Paul Cottrell

Paul Cottrell

affiliation not provided to SSRN

Date Written: March 14, 2016

Abstract

When trading the oil market an artificial intelligent system utilizing cortical and subcortical computing can perform better than a buy and hold strategy between Jan 3, 2005 through April 21, 2015. A cortical and subcortical algorithmic system can recognize patterns in a dataset, and therefore can be utilized to do automatic adjustments per an objective function. The computer code overhead is not substantial for trading individual markets. Adding cortical tissue layers seem to allow for more sematic understanding of environment for better trading determination.

Keywords: Artificial Intelligence, Algorithmic Trading, Finance, Economics, Trading Stocks, Oil Futures

JEL Classification: B40, C50, F1, F10, F17, F19, G00

Suggested Citation

Cottrell, Paul, Cortical and Subcortical Computing for Financial Trading (Presentation Slides) (March 14, 2016). Available at SSRN: https://ssrn.com/abstract=2753801 or http://dx.doi.org/10.2139/ssrn.2753801

Paul Cottrell (Contact Author)

affiliation not provided to SSRN

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