Combine Facebook Prophet and LSTM with BPNN Forecasting financial markets: the Morgan Taiwan Index.
Wen-Xiang FangPo-Chao LanWan-Rung LinHsiao-Chen ChangHai-Yen ChangYi-Hsien WangPublished in: ISPACS (2019)
Keyphrases
- financial markets
- stock index
- stock market
- stock price
- market data
- social networks
- portfolio selection
- social media
- back propagation neural network
- technical indicators
- recurrent neural networks
- trading systems
- support vector regression
- early warning
- exchange rate
- risk management
- prediction model
- trading strategies
- social networking
- artificial neural networks
- neural network
- trading rules
- backpropagation neural networks
- investment strategies
- hybrid model
- feed forward
- chaotic time series