Commodity Futures Price Prediction , an Artificial Intelligence Approach by Ernest

This thesis describes an attempt to predict the next value in a financial time series using various artificial techniques. The time series in question consists of daily values for commodities futures. First, an artificial neural network is used as a predictor. Then the neural network is augmented with a genetic algorithm. The genetic algorithm first is used to select the parameters for the neural network. Then in a seperate experiment the genetic algorithm is used to evolve the weights of the network. The various approaches had similar results. Index words: artificial neural networks, genetic algorithms, commodity futures, time series analysis