Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model.
Jun WangHuopo PanFajiang LiuPublished in: J. Appl. Math. (2012)
Keyphrases
- neural network model
- crude oil
- stock price
- neural network
- forecasting accuracy
- forecasting model
- artificial neural networks
- financial time series
- bp neural network
- stock market
- short term
- exchange rate
- input variables
- option pricing
- technical indicators
- financial data
- rbf neural network
- stock exchange
- search engine
- long run
- non stationary
- information extraction
- long term
- reinforcement learning
- knowledge base