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Value-at-Risk prediction for the Brazilian stock market: A comparative study between Parametric Method, Feedforward and LSTM Neural Network.
Daniel Reghin
Fábio Lopes
Published in:
CLEI (2019)
Keyphrases
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feed forward
neural network
neural nets
stock market
back propagation
recurrent neural networks
artificial neural networks
prediction model
evaluation method
feed forward neural networks
fuzzy logic
hidden layer
natural images
financial time series
stock exchange