Designing Financial Strategies based on Artificial Neural Networks Ensembles for Stock Markets.
Julia de Mello AssisAdriano C. M. PereiraRodrigo Couto e SilvaPublished in: IJCNN (2018)
Keyphrases
- stock market
- artificial neural networks
- financial data
- stock price
- short term
- stock returns
- trading strategies
- financial markets
- investment strategies
- stock index futures
- stock data
- neural network
- financial news
- financial time series
- stock exchange
- trading rules
- portfolio optimization
- long term
- stock market data
- garch model
- chinese stock market
- back propagation
- stock trading
- portfolio selection
- e learning
- genetic algorithm