High-performance stock index trading via neural networks and trees.
Chariton ChalvatzisDimitrios Hristu-VarsakelisPublished in: Appl. Soft Comput. (2020)
Keyphrases
- stock index
- empirical analysis
- neural network
- financial markets
- stock exchange
- stock market
- trading systems
- portfolio management
- stock index futures
- garch model
- stock price
- financial data
- empirical studies
- financial time series
- genetic algorithm
- short term
- fault diagnosis
- artificial neural networks
- portfolio selection
- exchange rate
- back propagation
- transaction costs
- risk management
- long term
- decision making