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A RS model for stock market forecasting and portfolio selection allied with weight clustering and Grey System theories.
Kuang Yu Huang
J. Chuen-Jiuan
Ting-Cheng Chang
Published in:
IEEE Congress on Evolutionary Computation (2008)
Keyphrases
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stock market
portfolio optimization
portfolio selection
financial time series
prediction model
grey theory
forecasting model
short term
bp neural network
long term
objective function
multistage
theoretical framework
support vector
foreign exchange
stock index futures
neural network