A Comparison of Neural Network Model Selection Strategies for the Pricing of s&p 500 Stock Index Options.
Nikos S. ThomaidisVasilios S. TzastoudisGeorgios DouniasPublished in: Int. J. Artif. Intell. Tools (2007)
Keyphrases
- neural network model
- selection strategies
- stock index
- financial markets
- stock market
- neural network
- selection strategy
- search strategies
- stock index futures
- garch model
- stock price
- trading systems
- artificial neural networks
- stock exchange
- bp neural network
- empirical analysis
- non stationary
- risk management
- portfolio selection
- financial time series
- data warehouse
- genetic algorithm