Recurrent neural network and a hybrid model for prediction of stock returns.
Akhter Mohiuddin RatherArun AgarwalV. N. SastryPublished in: Expert Syst. Appl. (2015)
Keyphrases
- hybrid model
- recurrent neural networks
- artificial neural networks
- stock returns
- financial time series
- forecasting accuracy
- neural network
- stock market
- arima model
- feed forward
- hybrid models
- recurrent networks
- support vector regression
- complex valued
- hidden layer
- support vector machine svm
- cross sectional
- prediction model
- back propagation
- developed countries
- panel data
- autoregressive conditional heteroscedasticity
- financial data
- stock price
- activation function
- multi layer perceptron
- stock data
- developing countries
- kernel function
- data sets