https://www.google.com/webhp?sourceid=chrome-instant&ion=1&espv=2&ie=UTF-8#q=neural%20networks%20for%20bonds
https://www.google.com/webhp?sourceid=chrome-instant&ion=1&espv=2&ie=UTF-8#q=neural%20networks%20for%20bond%20etf
Principled Architecture Selection for Neural Networks: Application to Corporate Bond Rating Prediction
John Moody Department of Computer Science Yale University P. O. Box 2158 Yale Station New Haven, CT 06520 Joachim U tans Department of Electrical Engineering Yale University P. O. Box 2157 Yale Station New Haven, CT 06520
http://papers.nips.cc/paper/441-principled-architecture-selection-for-neural-networks-application-to-corporate-bond-rating-prediction.pdf
"Forecasting the 30-year U.S. Treasury Bond with a System of Neural Networks"
Wei Cheng, Lorry Wagner, and Chien-Hua Lin (c) Copyright 1996, Finance & Technology Publishing, Inc., P.O. Box 764, Haymarket, VA 20168, USA. All rights reserved. Published in the NeuroVe$t Journal, January/February 1996.
http://aiinfinance.com/ChengEssay.pdf
Architecture Selection Strategies for Neural Networks: Application to Corporate Bond Rating Prediction (1995)
by John Wiley , John Moody , Joachim Utans
Bond Trading, Market Anomalies and Neural Networks: An Application with Kohonen Nets
Umberto Cherubini
(Cherubini@telnetwork.it)(Banca Commerciale Italiana and Department of Mathematical Economics, University of Florence)
Agnese Sironi
(Economic Research Department, Banca Commerciale Italiana)
File URL: http://www.unige.ch/ce/ce96/ps/cherubin.eps
important: good reference list
International Journal of Computer Applications (0975 – 8887)
Volume 82 – No4, November 2013
21
Bond Market Prediction using an Ensemble of Neural
Networks
Bhagya Parekh
Department of
Electronics and
Telecommunication
D.J.Sanghvi College
of Engg
Mumbai, India
Naineel Shah
Department of
Electronics and
Telecommunication
D.J.Sanghvi College
of Engg
Mumbai, India
Rushabh Mehta
Department of
Electronics and
Telecommunication
D.J.Sanghvi College
of Engg
Mumbai, India
Harshil Shah
Department of
Electronics and
Telecommunication
D.J.Sanghvi College
of Engg
Mumbai, India
Mystery Buyer Of US Treasurys Revealed
http://www.zerohedge.com/news/2015-09-08/mystery-buyer-us-treasurys-revealed
The buying is part of an apparent effort by the fund to use borrowed money to exploit small inefficiencies in the world’s most liquid securities market,
SIMPLE APPROACHES
A Simple, First-Day-of-the-Month, Trading System for ETFs
Oct. 22, 2010 5:01 AM ET | Includes: DNDN, EEM, EFA, LQD, MUB, QQQ, SPY, TIP
http://seekingalpha.com/article/231617-a-simple-first-day-of-the-month-trading-system-for-etfs
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