Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model.

Jun Wang Huopo Pan Fajiang Liu

Published 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