Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network.
Eduardo Ramos-PérezPablo J. Alonso-GonzálezJosé Javier Núñez-VelázquezPublished in: Expert Syst. Appl. (2019)
Keyphrases
- artificial neural networks
- exchange rate
- garch model
- financial time series
- genetic algorithm ga
- short term
- stock market
- backpropagation neural networks
- stock price
- foreign exchange
- long term
- grey model
- model free
- feed forward artificial neural networks
- neural network
- particle swarm optimization
- feed forward
- hybrid model
- support vector regression
- backpropagation neural network
- considerable increase
- back propagation
- ann models
- memetic algorithm
- input variables
- recurrent neural networks
- prediction model
- financial markets
- medium term
- stock index futures
- learning rules