Fuzzy dual-factor time-series for stock index forecasting.
Hsing-Hui ChuTai-Liang ChenChing-Hsue ChengChen-Chi HuangPublished in: Expert Syst. Appl. (2009)
Keyphrases
- stock index
- stock market
- empirical analysis
- garch model
- stock exchange
- stock price
- financial markets
- stock index futures
- portfolio management
- financial time series
- short term
- trading systems
- multivariate time series
- empirical studies
- theoretical analysis
- factor analysis
- portfolio selection
- portfolio optimization
- news articles
- sar images
- long term
- neural network
- data mining
- feature extraction
- decision support system
- non stationary