Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange.
Yakup KaraMelek Acar BoyaciogluÖmer Kaan BaykanPublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock exchange
- stock price
- neural networks and support vector machines
- stock index
- stock market
- investment strategies
- chinese stock market
- dow jones
- non stationary
- option pricing
- stock trading
- financial data
- historical data
- financial markets
- financial time series
- news articles
- portfolio optimization
- stock data
- exchange rate
- stock returns
- real world
- knowledge base
- support vector machine
- garch model
- pricing model