Stock market trend prediction using ARIMA-based neural networks.
Jung-Hua WangJia-Yann LeuPublished in: ICNN (1996)
Keyphrases
- stock market
- short term
- financial time series
- neural network
- arima model
- autoregressive integrated moving average
- long term
- trading rules
- stock exchange
- exponential smoothing
- artificial neural networks
- financial data
- stock index futures
- financial markets
- stock returns
- prediction model
- stock price
- moving average
- neural network model
- listed companies
- stock trading
- stock data
- fuzzy logic
- financial news
- back propagation
- grey model
- trading strategies
- portfolio optimization
- foreign exchange
- e government
- forecasting model