Financial volatility trading using recurrent neural networks.
Peter TiñoChristian SchittenkopfGeorg DorffnerPublished in: IEEE Trans. Neural Networks (2001)
Keyphrases
- recurrent neural networks
- financial markets
- stock price
- stock market
- foreign exchange
- trading systems
- stock data
- trading strategies
- exchange rate
- feed forward
- neural network
- stock exchange
- stock returns
- portfolio selection
- complex valued
- financial crisis
- risk management
- stock index futures
- feedforward neural networks
- recurrent networks
- echo state networks
- early warning
- stock trading
- artificial neural networks
- reservoir computing
- neural model
- dow jones
- financial information
- long short term memory
- investment strategies
- garch model
- short term
- chinese stock market
- neural models
- machine learning