Predicting stock market returns from malicious attacks: A comparative analysis of vector autoregression and time-delayed neural networks.
Lara KhansaDivakaran LiginlalPublished in: Decis. Support Syst. (2011)
Keyphrases
- stock market
- malicious attacks
- trading signals
- neural network
- trading rules
- short term
- stock price
- stock exchange
- financial data
- back propagation
- stock returns
- stock trading
- listed companies
- financial time series
- stock index futures
- portfolio optimization
- financial markets
- artificial neural networks
- financial news
- trading strategies
- neural network model
- investment strategies
- stock data
- market data
- trading systems
- technical indicators
- fuzzy logic
- foreign exchange
- bp neural network
- chinese stock market
- association rules
- decision making