Neural Networks and Exponential Smoothing Models for Symbolic Interval Time Series Processing - Applications in Stock Market.
André Luis Santiago MaiaFrancisco de A. T. de CarvalhoPublished in: HIS (2008)
Keyphrases
- stock market
- exponential smoothing
- neural network
- garch model
- stock price
- financial time series
- moving average
- short term
- stock data
- prediction model
- stock market data
- trading systems
- neural network model
- financial data
- non stationary
- parameter estimation
- trading rules
- autoregressive integrated moving average
- stock index futures
- financial markets
- historical data
- random fields
- markov random field