Experiments in predicting the German stock index DAX with density estimating neural networks.

Dirk Ormoneit Ralph Neuneier

Published in: CIFEr (1996)

Keyphrases

neural network
stock market
stock index
stock index futures
artificial neural networks
garch model
stock exchange
expert systems
stock price
genetic algorithm
evolutionary algorithm
back propagation
fault diagnosis
neural network model
feature extraction