From an artificial neural network to a stock market day-trading system: A case study on the BM&F BOVESPA.
Leonardo C. MartinezDiego N. da HoraJoão R. M. PalottiWagner Meira Jr.Gisele L. PappaPublished in: IJCNN (2009)
Keyphrases
- stock market
- trading systems
- trading rules
- technical indicators
- stock price
- short term
- financial markets
- financial time series
- stock exchange
- stock index
- stock returns
- trading strategies
- case study
- stock index futures
- financial forecasting
- financial data
- financial news
- stock market data
- market data
- foreign exchange
- investment strategies
- garch model
- stock trading
- portfolio optimization
- stock data
- decision support system
- natural language processing
- information retrieval
- long term
- text classification
- exchange rate