Neural Network vs. Linear Models for Stock Market Sectors Forecasting.
Ghada AbdelmouezSherif HashemAmir F. AtiyaMohamed A. El-GamalPublished in: IJCNN (2007)
Keyphrases
- stock market
- linear models
- neural network
- short term
- financial time series
- garch model
- foreign exchange
- long term
- variable selection
- linear model
- prediction model
- stock exchange
- stock price
- linear regression
- trading rules
- financial data
- artificial neural networks
- back propagation
- gaussian processes
- forecasting model
- financial markets
- investment strategies
- stock index futures
- neural network model
- stock trading
- bp neural network
- knn
- stock returns
- data mining
- nonlinear models
- support vector regression
- cross validation
- fault diagnosis
- least squares
- high dimensional