Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility.
Gabriel Trierweiler RibeiroAndré Alves Portela SantosViviana Cocco MarianiLeandro dos Santos CoelhoPublished in: Expert Syst. Appl. (2021)
Keyphrases
- stock price
- stock price prediction
- financial time series
- stock market
- neural network
- investment strategies
- non stationary
- prediction model
- financial markets
- stock market data
- technical indicators
- artificial neural networks
- stock returns
- option pricing
- historical data
- news articles
- stock exchange
- chinese stock market
- exchange rate
- stock data
- neural network is trained
- databases
- portfolio optimization
- financial data
- text classification