The effects of variable stationarity in a financial time-series on Artificial Neural Networks.
Matthew ButlerDimitar KazakovPublished in: CIFEr (2011)
Keyphrases
- financial time series
- artificial neural networks
- non stationary
- stock market
- financial time series forecasting
- turning points
- exchange rate
- financial data
- neural network
- stock exchange
- stock price
- autoregressive
- random fields
- text categorization
- text mining
- natural language processing
- stock returns
- feature extraction