Exploration of stock index change prediction model based on the combination of principal component analysis and artificial neural network.
Jiasheng CaoJinghan WangPublished in: Soft Comput. (2020)
Keyphrases
- artificial neural networks
- principal component analysis
- ann models
- stock index
- stock market
- financial time series
- neural network
- stock index futures
- stock exchange
- independent component analysis
- trading systems
- prediction model
- dimension reduction
- discriminant analysis
- empirical analysis
- linear discriminant analysis
- back propagation
- feature space
- singular value decomposition
- low dimensional
- dimensionality reduction
- garch model
- feature extraction
- face recognition