A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index.
Juliana YimPublished in: IEA/AIE (2002)
Keyphrases
- stock market
- garch model
- financial time series
- stock index
- short term
- trading signals
- neural network
- long term
- stock price
- trading rules
- stock index futures
- investment strategies
- chinese stock market
- stock exchange
- multivariate time series
- forecasting model
- listed companies
- stock trading
- sar images
- trading systems
- financial data
- trading strategies
- technical indicators
- neural network model
- short term prediction
- financial markets
- stock data
- prediction model
- forecasting accuracy
- foreign exchange
- stock returns
- exchange rate
- artificial neural networks