Neural Approach to Forecasting of S&P 500 Stock Price Index with Virtual Term Generation.
Taeho C. JoPublished in: IC-AI (1999)
Keyphrases
- stock price
- stock index
- stock exchange
- stock market
- financial time series
- financial markets
- exchange rate
- garch model
- technical indicators
- non stationary
- option pricing
- historical data
- dow jones
- financial data
- news articles
- trading systems
- network architecture
- chinese stock market
- tft lcd
- stock returns
- stock price prediction
- neural network
- short term
- portfolio optimization
- investment strategies
- long term
- stock data
- feature extraction
- artificial intelligence