An ANFIS Hybrid Model Based on Price Fluctuations of National Stock Markets for Forecasting Stock Price.
Liang-Ying WeiPublished in: IC-AI (2010)
Keyphrases
- stock price
- stock market
- financial time series
- short term
- exchange rate
- technical indicators
- stock index
- stock exchange
- stock returns
- long term
- garch model
- option pricing
- financial data
- financial markets
- foreign exchange
- stock market data
- stock data
- non stationary
- trading rules
- forecasting model
- stock trading
- stock price prediction
- neural network
- trading strategies
- portfolio optimization
- investment strategies
- monetary policy
- financial news
- chinese stock market
- machine learning