Forecasting Daily Highs and Lows of Liquid Assets with Neural Networks.
Hans-Jörg von MettenheimMichael H. BreitnerPublished in: OR (2012)
Keyphrases
- neural network
- backpropagation neural networks
- short term
- pattern recognition
- fuzzy logic
- weather forecasting
- mathematical model
- neural network model
- neural nets
- genetic algorithm
- medium term
- financial time series
- fuzzy systems
- multi layer
- prediction model
- artificial neural networks
- multilayer perceptron
- feed forward
- self organizing maps
- transaction costs
- forecasting accuracy
- financial forecasting
- back propagation
- long term
- recurrent neural networks
- soft computing
- bp neural network
- support vector regression
- stock market
- early warning
- investment decisions