Financial time series prediction using exogenous series and combined neural networks.

Manoel C. Amorim Neto George D. C. Cavalcanti Ing Ren Tsang

Published in: IJCNN (2009)

Keyphrases

financial time series
neural network
stock market
financial time series forecasting
non stationary
financial data
turning points
stock exchange
stock price
pattern recognition
exchange rate
multivariate time series
autoregressive
long term
short term
stock returns
temporal data