Using Artificial Neural Network to Predict Value-at-Risk of S&P 500 Market Index with External Information.
Yanning WangYue JiangGuoqian HePublished in: BCD (2019)
Keyphrases
- using artificial neural networks
- external information
- investment strategies
- stock market
- stock price
- human interaction
- artificial neural networks
- market prices
- stock exchange
- financial markets
- external data
- portfolio management
- database
- financial data
- neural network model
- garch model
- neural network
- finite element analysis
- trading systems
- risk management
- metadata
- friction coefficient