Predicting the Australian Stock Market Index Using Neural Networks Exploiting Dynamical Swings and Intermarket Influences.
Heping PanChandima TilakaratneJohn YearwoodPublished in: Australian Conference on Artificial Intelligence (2003)
Keyphrases
- stock market
- trading signals
- neural network
- garch model
- stock index
- trading rules
- short term
- chinese stock market
- investment strategies
- stock price
- stock exchange
- financial time series
- stock index futures
- listed companies
- financial data
- neural network model
- financial news
- stock data
- back propagation
- long term
- artificial neural networks
- stock trading
- technical indicators
- trading strategies
- stock returns
- fault diagnosis
- portfolio optimization
- credit card
- fuzzy logic
- data mining