Using artificial neural network models in stock market index prediction.

Erkam Güresen Gülgün Kayakutlu Tugrul U. Daim

Published in: Expert Syst. Appl. (2011)

Keyphrases

stock market
using artificial neural networks
garch model
financial time series
prediction model
stock exchange
investment strategies
short term
neural network model
stock price
trading rules
stock index
autoregressive
stock returns
trading systems
financial news
listed companies
neural network
long term