A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick.
Milad JasemiAli M. KimiagariA. MemarianiPublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock market
- neural network model
- neural network
- investment strategies
- stock price
- short term
- trading rules
- stock exchange
- artificial neural networks
- financial data
- input variables
- financial time series
- bp neural network
- financial markets
- dynamic characteristics
- stock data
- market data
- financial news
- stock index futures
- rbf neural network
- decision making
- stock trading
- financial information
- trading strategies
- long run
- stock returns
- stock market data
- portfolio optimization
- garch model
- investment decisions
- listed companies
- portfolio management
- chinese stock market
- genetic algorithm