Forecasting and Trading the High-Low Range of Stocks and ETFs with Neural Networks.
Hans-Jörg von MettenheimMichael H. BreitnerPublished in: EANN (2012)
Keyphrases
- neural network
- trading strategies
- stock exchange
- wide range
- foreign exchange
- technical indicators
- trading systems
- dow jones
- stock market
- stock data
- significantly lower
- financial time series
- high levels
- financial markets
- market data
- pattern recognition
- short term
- small size
- trading rules
- financial forecasting
- stock price
- financial data
- high correlation
- multilayer perceptron
- neural network model
- support vector machine
- weather forecasting
- high sensitivity
- sufficient conditions
- back propagation
- test bed
- fuzzy logic
- forecasting model
- neural nets
- bp neural network