A GA-weighted ANFIS model based on multiple stock market volatility causality for TAIEX forecasting.
Liang-Ying WeiPublished in: Appl. Soft Comput. (2013)
Keyphrases
- stock market
- stock index
- garch model
- stock exchange
- stock index futures
- financial time series
- short term
- stock price
- financial markets
- financial data
- long term
- trading systems
- neural network
- chinese stock market
- portfolio optimization
- technical indicators
- stock returns
- trading rules
- stock trading
- foreign exchange
- artificial neural networks
- investment strategies
- stock data
- financial news
- trading strategies
- stock market data
- theoretical analysis
- decision support system
- multi objective