An Improved OIF Elman Neural Network and Its Applications to Stock Market.
Limin WangYanchun LiangXiaohu ShiMing LiXuming HanPublished in: KES (1) (2006)
Keyphrases
- elman neural network
- stock market
- short term
- stock exchange
- trading rules
- stock index futures
- stock price
- financial time series
- financial markets
- financial data
- stock data
- stock trading
- listed companies
- garch model
- stock returns
- financial news
- portfolio optimization
- long term
- stock market data
- training speed
- portfolio management
- trading systems
- neural network