The three-factor model and artificial neural networks: predicting stock price movement in China.
Qing CaoMark E. ParryKaryl B. LeggioPublished in: Ann. Oper. Res. (2011)
Keyphrases
- stock price
- artificial neural networks
- chinese stock market
- stock market
- non stationary
- option pricing
- stock exchange
- historical data
- financial data
- neural network
- stock price prediction
- dow jones
- back propagation
- financial markets
- technical indicators
- stock market data
- news articles
- financial time series
- stock returns
- exchange rate
- using artificial neural networks
- hong kong
- computational intelligence
- tft lcd
- genetic algorithm
- stock data
- information extraction