Neural Networks in Forecasting Financial Volatility.
Wenbo GePooia LalbakhshLeigh IsaiHanna SuominenPublished in: AI (1) (2023)
Keyphrases
- neural network
- stock market
- financial time series
- exchange rate
- garch model
- stock price
- foreign exchange
- stock index futures
- short term
- financial crisis
- forecasting model
- financial data
- stock index
- financial markets
- stock returns
- financial forecasting
- early warning
- stock exchange
- pattern recognition
- artificial neural networks
- long term
- bp neural network
- turning points
- backpropagation neural networks
- genetic algorithm
- grey model
- multi layer
- neural nets
- fuzzy logic
- back propagation
- chinese stock market
- decision making
- non stationary
- self organizing maps
- stock trading
- feed forward
- forecasting accuracy
- historical data
- prediction model
- training process
- learning algorithm
- neural network model
- chaotic time series
- radial basis function
- portfolio optimization
- trading strategies
- fuzzy systems
- trading systems